Nietzsche, through the voice of his fictional prophet Zarathustra, explores the themes of individualism, the Superman, the will to power, and the transvaluation of values. In the novel, Zarathustra criticizes conventional morality and traditional religion, proposing a new morality based on self-overcoming and the affirmation of life. He emphasizes the importance of the body and the will to power as driving forces for human evolution and asserts that true joy lies in the eternal return of all things.