UNLESS suffering is the direct and immediate object of life, our existence must entirely fail of its aim. It is absurd to look upon the enormous amount of pain that abounds everywhere in the world, and originates in needs and necessities inseparable from life itself, as serving no purpose at all and the result of mere chance. Each separate misfortune, as it comes, seems, no doubt, to be something exceptional; but misfortune in general is the rule[...]

However varied the forms that human happiness and misery may take, leading a man to seek the one and shun the other, the material basis of it all is bodily pleasure or bodily pain. This basis is very restricted: it is simply health, food, protection from wet and cold, the satisfaction of the sexual instinct; or else the absence of these things[...]

~Studies in Pessimism, by Arthur Schopenhauer

Nietzsche's criticism of Schopenhauer was that a strong person can handle pain, and sees his pains as challenges to be overcome rather than debts to be settled, and therefore, for that person, the pleasure in life is worth the pain. Therefore, the focus of life should be on the pleasure, not the pain, in life, and having enough strength to go through the pain to get to a greater pleasure.

In addition, Nietzsche distinguished the noble type of character, who acts in order to satisfy his values, whatever they happen to be, with the servant type of character, who for whatever reason acts in order to satisfy the values of another (namely, the nobleman). Servants are not born servants; they must choose to be, either from the threat of violence, (as in a slave), or for pay (as in a contractor or employee), or for pleasure, or for another reason. A nobleman's instinct is primordial, creative, valuing, while a servant's is reactionary, supplicative; the servant is either compliant or resentful in reaction to the values of the noble and how they affect the servant.

He went on to take these two archetypes to criticize religion as the wishful thinking of the servants of the world, the weak, that is to say, that those that cannot compete in this life invent a sphere for themselves where they can compete - a heaven, a pure land, a "hidden" reality behind our normal everyday reality where they are on top due to their submissive nature. The modern analogy might be video games, television, books... And the invention of God(s) - an improved replacement for the noble, an entity to create values for the servants like the nobleman did but with the change that they care about the servant's well-being rather than being a harsh or cruel master or mistress.

In particular, he highlighted the idol of the crucifixion of Jesus as a substitute object of man's natural capacity for violence. Instead of confronting the guy who just screwed you over, like a man, you take your frustrations out on the Jesus-figure, resulting in peace and a return to servitude. But this is an essay in philosophy, not religion, so I shall be silent on those matters.

However, he did identify two positive benefits of, at least, the Christian religion. On the one hand, it led generations of monks and nuns to investigate closely the nature of reality. The Christian desire for truth and a "deeper" significance to life led to formal logic and scientific explanations for phenomenon, which are now being used to dismantle the very religion that spurred them; something he also predicted.

Christianity also gave people a sense of self-control: when you are commanded by others, you don't need to worry about making difficult decisions; although you lose your sense of autonomy and identity and desire, which is a negative experience, regardless of what the Buddhists say to the contrary. Life is desire, desire is life, to eliminate desire is to wish for death.

However, we do not live for logic. Logic is valueless; only people value. Nietzsche wanted us to reject the "objective" values coming from the authority figure of Christianity and instead embrace our own "subjective" values, and in particular, enjoy this life first, rather than escaping into another life. The Greeks and Romans knew this, but they listened too closely to Israelite propaganda, and fell into the dark ages. One need only contrast the story of Romulus and Remus with the story of Cain and Abel, or the story of Achilles with the story of Jesus.

"Christianity was from the beginning, essentially and fundamentally, life's nausea and disgust with life, merely concealed behind, masked by, dressed up as, faith in "another" or "better" life."
~Nietzsche, The Birth of Tragedy out of the Spirit of Music

What, if some day or night a demon were to steal after you into your loneliest loneliness and say to you: 'This Life as you now live it and have lived it, you will have to live once more and innumerable time more; and there will be nothing new in it, but every pain and every joy and every thought and sigh and everthing unutterable small or great in your life will have to return to you, all in the same succession and sequence--even this spider and this moonlight between the trees, and even this moment and I myself. The eternal hourglass of existence is turned upside down again and again, and you with it, speck of dust!' Would you not throw yourself down and gnash your teeth and curse the demon who spoke thus? Or have you once experienced a tremendous moment when you would have answered him: 'You are a god and never have I heard anything more divine.' "
~Nietzche, The Gay Science