After some search about it I created a ~/.hushlogin file and it worked, but only for new windows. Is there a way to make it work for new tabs too?
This might be OS version dependent. On Terminal 2.3 (on 10.8), touching the file ~/.hushlogin suppresses the 'last login' message for new tabs as well as new windows. That is, it Works For Me.
Just in case it helps to work out what's going on (and in case you don't know), note that the 'last login' message is in principle coming from login(1), and not the shell. Or, more precisely, if a shell is invoked in a particular way (including starting it with the -l option), then bash will "act as if it had been invoked as a login shell" (zsh may have a similar feature, though I can't find it right now). Now, it could be that when Terminanl opens up a new tab in your OS X version, the shell is effectively simulating opening a login shell, and maybe getting this detail wrong. But if you have the 10.8 version of bash/zsh (namely 3.2.48 / 4.3.11), then I don't know what might be amiss.