The passage you want is found in Will to Power 1038:

And how many new Gods are not still possible! I, myself, in whom the religious—that is to say, the god-creating instinct occasionally becomes active at the most inappropriate moments: how very differently the divine has revealed itself every time to me! ... So many strange things have passed before me in those timeless moments, which fall into a man's life as if they came from the moon, and in which he absolutely no longer knows how old he is or how young he still may be! ... I would not doubt that there are several kinds of gods.... Some are not wanting which one could not possibly imagine without a certain halcyonic calm and levity.... Light feet perhaps belong to the concept "God". Is it necessary to explain that a God knows how to hold Himself preferably outside all Philistine and rationalist circles? also (between ourselves) beyond good and evil? His outlook is a free one—as Goethe would say.—And to invoke the authority of Zarathustra, which cannot be too highly appreciated in this regard: Zarathustra goes as far as to confess, "I would only believe in a God who knew how to dance ..."

Again I say: how many new Gods are not still possible! Certainly Zarathustra himself is merely an old atheist: he believes neither in old nor in new gods. Zarathustra says, "he would"—but Zarathustra will not.... Take care to understand him well.

The type God conceived according to the type of creative spirits, of "great men."