$a^\dagger_{\vec{p}} \! \mid \! 0 \rangle = \mid \! p \rangle$ is interpreted as a creation of a particle with momentum $p$ from the vacuum. $a_{\vec{p}} \! \mid \! p \rangle = \mid \! 0 \rangle$ is interpreted as the annihilation of a particle with momentum $p$. But in the textbooks whenever the annihilation operator is applied to the vacuum itself something I don't really understand happens:
$$a_{\vec{p}} \! \mid \! 0 \rangle=0$$
I think I know how to distinguish between $0$ and the vacuum state: I assume when we just write $0$ we mean the zero vector in the Fock space, whereas the vacuum state is the lowest energy nonzero vector. However, whenever the creation or annihilation operators are applied to higher energy states there seems to be a very straightforward physical interpretation: a particle is created or destroyed. I don't really understand what the physical interpretation of annihilating the vacuum is.