In a small bowl combine cookies and butter. Pour the crumbs into an 8-in cheesecake pan, smooth and press down into the base. Refrigerate the crust while preparing the cheesecake.
Preheat oven to 350 degrees F.
In the bowl of your electric mixer, beat cream cheese until smooth. Add sugar and eggs until mixed.
Add eggnog, sour cream, lemon zest and vanilla. Be sure to scrape the sides of the bowl and mix until all ingredients are well combined. Pour the mixture into the cheesecake pan. Wrap the cheesecake pan will aluminum foil and place in a roasting pan. Pour enough water into the roasting pan until it comes half way up the sides of the cheesecake pan.
Bake for about 25 minutes. It should not be too firm as it will firm up more once it cools. Remove from the oven and water bath and let it rest for 30 minutes on a wire rack.
Once the cheesecake has cooled enough, place a sheet of plastic wrap on the top. Be sure to gently press the plastic wrap down on top of the cake so moisture doesn't form and refrigerate for at least 2 hours before serving.