Nietzsche is quite of a complex philosopher to read directly without any guide that looks at his thought holistically imho. I would recommend:

1. Walter Kaufmann’s Nietzsche, Philosopher, Psychologist, Antichrist

2. Basic writings of Nietzsche with Introduction by Peter Gay Translated and edited by Walter Kaufmann Commentary by Martin Heidegger, Albert Camus, and Gilles Deleuze