Sublime horror
Nietzsche's writing often invokes thought experiments that are creepy and unnerving. In "Thus Spoke Zarathustra," he picks cosmic horror as his genre, elaborating philosophically dense narrative to communicate themes designed to unnerve his reader. He intentionally wants to horrify his reader in many selections, seemingly not for artistic purposes, but out of philosophical resent.
The Bible and its imagery
Nietzsche's writing demonstrates a competent knowledge of the Bible's stories. Obviously, in selections from "The Anti-Christ," there are ample references to the gospel and its theological tradition, and also, in "Ecce Homo," and in "Thus Spoke Zarathustra" both, he invokes the idea of creationism and belief in God. He uses the cosmic metaphors of the Bible as weapons to disarm the book's effect, criticizing not just Christianity, but Christian people, saying that they are preferring the wrong morality.
Imagery of death
Nietzsche writes very descriptively about pain and death, and he openly remarks about how fear shapes a human life, because they don't want to openly admit that death is a problem which is ultimate. He doesn't feel like death allows us to trust each other, because each person only faces his own death, and he advocates a truly death-oriented morality, avoiding death with no fear of moral repercussion. If murder helps one to survive, Nietzsche (in theory) might support that. He is intentionally descriptive about death.
Truth and the imagery of loneliness
Because he is a loner, and also because he is an intellectual prophet and forerunner, he often discusses truth as the ability to disbelieve all cultural narratives which are presented. This leaves him with languishing depictions of loneliness, because he is the black sheep. He is also a kind of scape-goat, which he discusses in "The Anti-Christ," whose title suggests this precise feeling or social ostracizing.
