If $f:\mathbb{R}\rightarrow\mathbb{R}$ is differentiable, then, for example, if $f'(x_0)=0$ and $f'$ is again differentiable at $x_0$ and $f''(x_0)\neq 0$, then $f$ has a maximum or minimum at $x_0$.
But if $f:\mathbb{C}\rightarrow \mathbb{C}$ is holomorphic, how can I think of the zeros of $f'$? What does it tell me if $f'(z_0)=0$ and $f''(z_0) \neq 0$? For example, is it true that $|f(z_0)|$ is a local maximum or minimum of $|f|$?

No. It tells you that locally (in a ball around $z_0$) the function $f$ is looking like $f(z_0) + c(z-z_0)^2$, so it wraps twice around a ball centered at $f(z_0)$. Stuff over $\Bbb R$ is very particular because of the fact that squares of real numbers are nonnegative. :)