Answer
When one goes straight up, a large force is needed to counteract gravity (which acts straight downward), and a large power is also needed.
If one takes a zigzag trail, the required force is smaller (it must be applied over a longer distance, to do the same amount of work) and less power is required (assuming the climbing time is longer).
Work Step by Step
If the mountain has height h and the climber has mass m and weight mg, the amount of work done to lift the climber to the top is mgh. If the entire process requires a time T, then the power supplied is $\frac{mgh}{T}$. Taking more time to do the work in the zigzag path and taking steps that are less steep requires less power output from the climber.