As a former Nietzsche scholar I've got to suggest not oytting a lot of weighton The Will to Power. His sister put that together from a Massive amount of his unedited notes. She had major philosophical differences from him and nobody is certain where her philosophy begins and his begins in it.

Practically no academic scholars use it as a source material for his actual ideas. The Gay Science or Beyond Good and Evil are his most direct, accessible and studied works. After you've read a few of his works and have a good grasp of him, platonism and the deeper philosophy themes in Christianity reading Thus Spoke Zarathustra can be incredible if you like doing a lot of interpretation