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Each immersed surface \\(M\\) on \\(\\tilde{M}\\) has a natural twistor lift to \\(Z\\), and it is called a superminimal surface (twistor holomorphic surface, respectively) if its twistor lift is a horizontal map (holomorphic map, respectively) from \\(M\\) to \\(Z\\). The twistor lift is a harmonic section of \\(Z\\) if it is a stationary map for the energy functional among all sections of the twistor space. Supposing \\(\\tilde{M}\\) is a hyper-K\u00e4hler manifold, and \\(M\\) is a compact surface of genus zero, if the twistor lift is a harmonic section of \\(Z\\), the author concludes that \\(M\\) is respectively a non-superminimal minimal surface, a superminimal surface, and a non-superminimal twistor holomorphic surface when \\(\\chi(T^{\\bot}M)\\geq 4\\), \\(\\chi(T^{\\bot}M)=2\\), and \\(\\chi(T^{\\bot}M)\\leq 0\\), respectively. This completely determines all genus zero surfaces with harmonic twistor lifts, since \\(\\chi(T^{\\bot}M)\\) is an even integer for \\(\\tilde{M}\\) a hyper-K\u00e4hler manifold. This is applied to the case \\(\\tilde{M}=\\mathbb{R}^4\\) obtaining some conclusions by using the fact that no compact minimal submanifold exists, or to obtain an extension of Hopf's theorem for a constant mean curvature surface of genus zero to surfaces with parallel mean curvature.   As another application in the case \\(\\tilde{M}=\\mathbb{C}^2\\), the author obtains the result of Castro and Urbano that, if \\(M\\) is a compact Lagrangian surface of genus zero and the Maslov form on \\(M\\) is conformal, then \\(M\\) is congruent to the Whitney 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