I find I lose a few initial fruit sometimes if I started them pretty early (they like warmer nights), or if there aren't any male flowers opening. As the plant matures and more regular flowers start, it will produce more reliably.

My yellow squash were doing this for the last 2 weeks but now they finally have some setting. Make sure you remove them when they are at the size you want, and cut off dying ones to keep it producing.

I had the same problem when I grew zucchini. When the vines first start to flower, you don't have both male and female flowers open at the same time, so the baby zucchini won't grow since they haven't been fertilized. Also, if you don't have enough bees coming to your garden you won't have much luck. If you hand pollinate, you will get better results, as long as you are using the male flower to pollinate the female (the one with the little zucchini at the base)

More than likely it is weather related. When it starts to get warm and STAY WARM Your Zuc'c should start to develop to a larger size. I mean it snowed in Flag last night. Its May! The weather is crazy. I should be harvesting our onions, but not yet, think they have a good month to go. So hang in there it will happen. Camp Verde AZ