why singleton instance has to intialize in following code

#include <iostream>

using namespace std;

class Singleton
{
public:
    static Singleton *getInstance(); 

private:
    Singleton(){}
    static Singleton* instance;
};

Singleton* Singleton::instance = 0;
Singleton* Singleton::getInstance() 
{
    if(!instance) {
        instance = new Singleton();
        cout << "getInstance(): First instance\n";
        return instance;
    }
    else {
        cout << "getInstance(): previous instance\n";
        return instance;
    }
}

int main()
{
    Singleton *s1 = Singleton::getInstance();
    Singleton *s2 = Singleton::getInstance();
    return 0;
}

i didn't understand why should singleton instance variable should be initilized with 0 in the following line. Singleton* Singleton::instance = 0; Because when i forgot to initilize the instance i got error as

singleton.cpp:(.text+0xc): undefined reference to `Singleton::instance'
singleton.cpp:(.text+0x2d): undefined reference to `Singleton::instance'
singleton.cpp:(.text+0x43): undefined reference to `Singleton::instance'
singleton.cpp:(.text+0x5b): undefined reference to `Singleton::instance'
collect2: error: ld returned 1 exit status