In a note from the posthumously published materials (XIV, 285) Nietzsche observes, "A divine suffering is the content of Zarathustra III."
In the section "On the Great Longing" Zarathustra speaks to his soul. According to Plato's teaching—a teaching that became definitive for Western metaphysics—the essence of thinking resides in the soul's solitary conversation with itself. The essence of thinking is λόγος, ὃν αὐτὴ πρὸς αὑτὴν ἡ ψυχὴ διεξέρχεται περὶ ὧν ἂν σκοπῇ, the telling self-gathering which the soul itself undergoes on its way to itself, within the scope of whatever it is looking at (Theaetetus, 189e; cf. The Sophist, 263e).*
In converse with his soul Zarathustra thinks his "most abysmal thought" ("The Convalescent," section one; cf. Part III, "On the Vision and the Riddle," section 2). Zarathustra begins the episode "On the Great Longing" with the words: "O my soul, I taught you to say 'Today' like 'One day' and 'Formerly,' I taught you to dance your round-dance beyond every Here and There and Yonder." The three words "Today," "One day," and "Formerly" are capitalized and placed in quotation marks. They designate the fundamental features of time. The way Zarathustra expresses them points toward the matter Zarathustra himself must henceforth tell himself in the very ground of his essence. And what is that? That "One day" and "Formerly," future and past, are like "Today." And also that today is like what is past and what is to come. All three phases of time merge in a single identity, as the same in one single present, a perpetual "now." Metaphysics calls the constant now "eternity." Nietzsche too thinks the three phases of time in terms of eternity as the constant now. Yet for him the constancy consists not in stasis but in a recurrence of the same. When Zarathustra teaches his soul to say those words he is the teacher of eternal return of the same.
* Schleiermacher translates the Theaetetus' definition of διάνοια, "thinking," as follows: "A speech which the soul goes through by itself concerning whatever it wants to investigate." And Cornford translates it: "As a discourse that the mind carries on with itself about any subject it is considering." The passage from The Sophist reads as follows:
οὐκοῦν διάνοια μὲν καὶ λόγος ταὐτόν: πλὴν ὁ μὲν ἐντὸς τῆς ψυχῆς πρὸς αὑτὴν διάλογος ἄνευ φωνῆς γιγνόμενος τοῦτ᾽ αὐτὸ ἡμῖν ἐπωνομάσθη, διάνοια;
Then, thought and speech are the same, except that the inner conversation of the soul with itself, which proceeds altogether without sound, is called thinking?
Theaetetus replies on behalf of Western intellectuality as a whole: "Certainly."
Who Is Nietzsche's Zarathustra?