The Overman
The overman (often translated as "the superman") is the ultimate state of being in which man can achieve total self-mastery. For Zarathustra, the overman is the state toward which he is journeying, as well as the state to which he teaches his disciples to aspire. For Zarathustra, human beings are only one step above animals in terms of biological evolution. The evolution that Zarathustra seeks in the overman, however, is rather a kind of spiritual evolution of self-awareness. Humanity, as Zarathustra sees it, is still tethered to superstitious notions about God and Christianity. Those that have rejected such notions have instead accepted other notions of modern morality and justice - ideas that are just as superstitious and foolish, though for different reasons. The overman rejects these superstitions in favor a true communion with nature and with the self.
The Will to Power
The will to power is the key philosophical theme in Thus Spoke Zarathustra because it is the psychological state at which the overman must arrive if he is to accept the eternal recurrence. The overman must struggle with this will to power because it is what gives his life its ultimate meaning. Other wills cause humanity to live for base desires such as procreation, nourishment, or fear, but the will to power overcomes those states. A person can realize that all that has happened can be willed to happen (and will happen) again; therefore, one can find happiness in life. This notion has often been incorrectly interpreted as a theme that wills humans to dominate others (as it was used by the Nazis during World War II) but Nietzsche himself discredits this interpretation. According to Nietzsche, will and power must be used together so that one can transcend the nature of society, not dominate it.
Eternal Return
Eternal return (sometimes translated "eternal recurrence") is the notion that time is eternal and that all things that have ever happened will happen again. When the overman achieves this realization of time, he can rejoice in a true love of life.
Early in the book, Zarathustra has not come to the realization of the eternal return. Though he is close to the state of the overman, he cannot fully attain it without a true love of life. Without the eternal return a human is only liable to take a measure of revenge on life, an incompatible state with the overman. In order to achieve this eternal return, Zarathustra must do battle with the spirit of gravity that holds humanity to the old teachings of Christianity and God.
God is Dead
This controversial and debated theme in the work of Nietzsche posits that the power of Christendom and the power of Christianity have been killed by the modern age. Zarathustra first announces the revelation to the townspeople he encounters in the prologue and he is mocked and derided for such madness.
Zarathustra sees concepts such as good and evil or Heaven and Hell as illusions that weigh people down and drag them into a state in which they cannot overcome their nature. Without the belief that God is truly dead, a person cannot transcend and achieve the state of the overman.
These notions of spirituality are actually covert attempts to control people. If a man believes in ascension to Heaven, he will not rise to the state of the overman. He will not be able to be at one with nature, and he will be susceptible to manipulation by institutions such as the church or the state. Thus, the statement that God is dead is essential to an individual's true freedom. Acceptance of this concept allows an individual to find the will to power and become the overman.
Nihilism
Nihilism is the philosophical theme of nothingness where there is no ultimate meaning to anything. Zarathustra believes that society is becoming nihilistic. The individuals that have accepted the notion that God is dead have instead replaced God with misplaced notions of virtue in society and in the state. Thus, humanity has really become ruled by "the mob," and no transcendent state is even a possibility.
Nietzsche saw how his writings could be interpreted as nihilistic, but Thus Spoke Zarathustra is an attempt to show how his writings on the death of God are not meant to throw society into nihilism but are instead meant to provoke a higher state of being in mankind. The old notions of good and evil are no longer needed because the overman - the true communion with nature and the earth - has made such binary terms irrelevant.
Pity
Zarathustra believes that the notion of pity is one of the main themes that need to be overcome by mankind. Pity is for those that are too weak to rise to the state of the overman.
Pity is characterized by two systems: the system of religion and the system of government. Religion sees mankind as too weak to be able to save itself; God is needed and Jesus is sent to die on the cross so that mankind can ascend to heaven and a higher spiritual state. According to Zarathustra, this is nonsense. Mankind actually does have the ability to transcend, but too often the pity of religion keeps mankind tied to notions of virtue and Heaven.
The system of the state takes pity on individuals because it believes that humanity cannot govern itself. According to Zarathustra, however, government and the men of power that rule such states are actually not needed. The state does not need to take pity on its citizens because they are capable of achieving a state of true harmony with the earth without the guiding hand of government. The state falsely believes it can give humanity happiness, but humanity can find happiness for itself through the will to power and the overman.
Envy
Part of Zarathustra's mission is to use the old sins of the world in a new way. Envy is one of the most important of these sins.
Christian teachings say that envy is a state of being that is to be avoided. One should not covet his neighbor's property. For Zarathustra, envy is a key tool in becoming the overman. A man should envy those that have achieved more than him as well as those who have attained a higher state of being. Zarathustra teaches his disciples that they should envy him. They should be jealous of the higher state that he has attained.
It is only through envy that humanity will be able to transcend and become the overman. At first, Zarathustra hopes that all humanity will be able to become the overman, but he soon realizes that hierarchy in society is necessary if anyone is to become envious of another and reach the state of the overman.