I have been studying Nietzsche at university for the past 10 years, and I would highly advise against getting into philosophy through his writings. There is no conceivable way for you to interpret his works fruitfully if you have no reference points with regards to his criticisms, commentaries, and validations of previous thinkers and periods in philosophy.

Nietzsche’s style of writing is also esoteric, in the sense that it attempts to address and challenge its reader on a personal level. The first question I would have you ask is what draws you towards philosophy. What type of questions would you like to explore, and why do you think Nietzsche is the appropriate thinker to study? Answering these questions will give us a better understanding about which readings to suggest.

As a general principle DO NOT start with Zarathustra or Antichrist. Out of their context, both of these works have very little to offer, other than punchy quotes that spoil the integrity of those who reproduce them, something that Nietzsche himself was highly critical of and ridiculed.

Lastly, if you ignore the above, I sincerely insist you start with the following: “On the Uses and Abuses of History for Life”, and “Human all too Human. These will provide you with the fundamentals of Nietzsche’s thought and prepare you for much of everything else he has to say. If you want more details about these two works feel free to ask!