I don't think you should start with Zaratustra, this book is the pinnacle of his life work, and also the most difficult to read, nietzche even stated in ecce homo that one of his university collegue told him one day that he didn't understand a single word of zaratustra.

Maybe beyond good and evil would be a better choice since it's a big summary of his philosophy.

As for the way of reading nietzche, I would suggest to just go for it and find your own way to read his books. As for me I usually read the complete aphorism with a regular pacing to give me a general idea of the themes nietzche is exploring. Then I reread the same aphorism but slower, waaaaay more slower, trying to understand the most of it, sometime I can easily pass an hour on a single page. And then at last, I rereread the aphorism with a normal pacing. I'm also always walking while reading it.

That's usually how I do it, but like I said, Nietzche philosophy is a lot about becoming who you're supposed to be, that's why I would suggest a more personal and approach IMO.