This science is not gay at all. There's nothing joyful about Nietzsche's writings, especially when the reader considers the personal nature of the texts. These are the private musings of a madman, an image Nietzsche even admits to in his famous closing, "the parable of the madman." To be sure, the philosophy is absolutely horrifying to anyone who actually understands what exactly Nietzsche means by The Gay Science's famous proclamation "God is dead."
To be sure, the anti-creed is not an advocation for humanism or free-minded atheism. Nietzsche spends an entire story explaining why his opinions differ from those of regular atheists. Because of his nihilism, Nietzsche's experience of reality is essentially horrifying. (Just look at his theory of recursion from the first part of the book!) because without God, he can't trust anything that God would have to done. Therefore the madman rejects the very light of the sun, because God was the sun that made everything truly visible. So by rejecting God, Nietzsche rejects the possibility that transcendental ideas are real, so math and science are moot. The humanities are in an even worse shape, since the study of humans is predicated on their divine sovereignty.
In the end, the only truth of reality Nietzsche can discover is that he is condemned to exist in a world where existence means suffering, perhaps even hellish torture. He is convinced that most atheists would never have what it takes emotionally to truly free their mind from the illusion that life has any structure or meaning.
