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Nietzsche said Zarathustra's first part came to him on long coastal walks

Thus Spoke Zarathustra, published in four volumes between 1883 and 1885, grew from a note Nietzsche scribbled beside a pyramid-shaped rock at Lake Silvaplana in August 1881. He claimed each part took about ten days, and he printed only forty copies of the last one, begging friends never to make it public.

Nietzsche insisted the book's core was eternal recurrence, the idea that every moment repeats forever because time runs infinitely in both directions. It struck him while walking in the Upper Engadine, and his note read "6,000 feet beyond man and time." Weeks later he paraphrased something Friedrich von Hellwald had written about Zarathustra, the Persian prophet the West calls Zoroaster, and that paraphrase became the book's opening.

Around eighteen months on, living in Rapallo, he said the first part arrived during strenuous hikes along the road to Zoagli and around the Bay of Santa Margherita, with every sentence seeming to be called out to him. The second came in summer 1883, the third in Nice that winter. By January 1884 he thought the work done, then wrote a fourth part in 1885 and even mused about a fifth and sixth ending in Zarathustra's death.

The story opens with a hermit who has spent ten years on a mountain with an eagle and a serpent. Descending, he is astonished that a forest saint has not heard that God is dead. In a town he tells a crowd waiting for a tightrope act that humanity must create something higher than itself, the Übermensch; they jeer. Later come the will to power, a dwarf-like spirit of gravity, and a vision of a shepherd who bites off a serpent's head and rises laughing.

Why a Persian prophet? In Ecce Homo Nietzsche argued that Zarathustra first made the struggle of good and evil the engine of the cosmos, so he should be the one to expose that error. The figurative, parable-heavy style has fed endless and often clashing readings. The fourth part appeared on its own in March 1892, after illness had incapacitated Nietzsche in 1889.

Source: Thus Spoke Zarathustra

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