I got stuck at the following bit from Dirac's book. In page 47, he introduces the probability concepts for the observables. He says that $\langle x|f(\zeta)|x\rangle$ denotes the average value of the function $f$ of the observable $\zeta$ at state (normalised) $|x\rangle$. He then defines: let $f(\zeta)$ be 1 iff $\zeta = a$ and zero otherwise. This is written as: $f(\zeta) = \delta_{\zeta a}$. He says now that $P_a = \langle x|\delta_{\zeta a}|x\rangle$ denotes the probability of $\zeta$ having the value $a$. Now, he states that if $a$ is not an eigenvalue of $\zeta$, $\delta_{\zeta a}$ multiplied to any eigenket of $\zeta$ is 0 and hence $\delta_{\zeta a} = 0, \implies P_a = 0$.
MY QUESTION: How is a $\delta_{\zeta a}$ ($a$ is not an eigenvalue) multiplied to an eigenket always zero? For an eigenvalue $b$, it is a solution of $b|x\rangle = \zeta |x\rangle$ for some eigenket $|x\rangle$. I don't quite follow how the previous statement follows from the definition of an eigenvalue. Can someone just provide some hints only?