The book chronicles the fictitious travels and speeches of Zarathustra. Zarathustra's namesake was the founder of Zoroastrianism, usually known in English as Zoroaster. Nietzsche is clearly portraying a "new" or "different" Zarathustra, one who turns traditional morality on its head. He goes on to characterise "what the name of Zarathustra means in my mouth, the mouth of the first immoralist:" (Wikipedia)