We should start, first of all, with the second essay from "On the Genealogy of Morals. A Polemical Tract", giving interesting background ideas on the origins of supernatural beings, on all levels, including the God of gods. .

             The gods, as supernatural being, were conceived at first, according to Nietzsche, in order to remove hidden suffering from the world. Certainly, this is somewhat differentiated depending on the religion it serves. As such, in Christianity, God is, in terms of suffering at least, the character that helps explain the existence of suffering and its division within the world (although one of the many questions that agnostics ask themselves is how the Christian God can allow the existence of suffering in such quantities in the world. Nietzsche himself explains this as the "suffering machine"1 that Christians have developed to explain and attain salvation and grace). .

             On the other hand, God, as a concept, also became necessary as the element that would justify decisions and events, often painful and absurd, but becoming less so in the presence of an overly powerful element that help explain, by its mere presence and existence, the wrongs. As Nietzsche points out, "every evil which is uplifting in the eyes of God is justified"2. Hence, God of gods as a justifying element for evil in the world is something which explains its origin. .

             On the other hand, considering the old Greeks and their mythology, Nietzsche explains that the creation of Greek Gods went hand in hand with creation of suffering, not necessarily as a justification or a mean of salvation, but as a mean to entertain Gods. Greek gods needed a spectacle and, if we look at the ancient Greeks mythology, the spectacle was created for their own benefit.

             Take, for example, the Trojan War. It initially started out of a godlike quarrel, where a human being was asked to decide which Greek goddess was more beautiful.