Question: Why was Zendaya considered as one of the "freaks" (like they called them), even though she looked normal?
Answer: Her brother said people of the time didn't want to see colored people on the stage. It's clear throughout the entire movie that she faces undue discrimination from the public just for not being white.
Answer: There were other people in the circus who were just normal but had amazing abilities.
She was half black and half white.
Answer: Because her actress, Zendaya, is mixed race (part African American and part Caucasian American), and Anne is either that too or African American (either way, she would have been ostracised at the time the movie is set), and so Anne would have been seen as a freak for that reason.
Answer: I'm pretty sure because she was a person of colour.