Nietzsche’s Zarathustra: Notes of the Seminar Given in 1934 – 1939 (2 Volume Set)
We must go a little into the history of that Zoroastrian belief because it plays a certain role in the symbolism of the book. Zarathustra is almost a legendary figure, yet there are certain notions about him which prove that he must have been a real person who lived in a remote age.
It is not possible to place him exactly either geographically or chronologically, but he must have lived between the seventh and ninth centuries B.c. probably in north-western Persia.
He taught chiefly at the court of a king or prince named Vishtaspa.
(The Greek form of this name is Hystaspes, which you may remember was the name of the father of Darius I.)
The story says that Zarathustra first became acquainted with the two ministers at the Court of Vishtaspa, and through them with the noble queen whom he converted, and then through her he converted the king.
This is psychologically a very ordinary proceeding, it usually happens that way.
One of the most successful propagandists of early Christianity in high circles was the Pope Damasus I, whose nickname was matronarum auriscalpius, meaning the one who tickles the ears of the noble ladies; he used to convert the nobility of Rome through the ladies of the noble families.’
So this is probably a historic detail in the life of Zarathustra.
Then in contradistinction to certain other founders of religions, he married and lived to be quite old.
He was killed by soldiers, while standing near his altar, on the occasion of the conquest of his city. ~Carl Jung, Zarathustra Seminar, Pages 4-5