The idea of eternal return is a mysterious one, and Nietzsche has often perplexed other philosophers with it: to think that everything recurs as we once experienced it, and that the recurrence itself recurs ad infinitum! What does this mad myth signify?

Putting it negatively, the myth of eternal return states that a life which disappears once and for all, which does not return, is like a shadow, without weight, dead in advance, and whether it was horrible, beautiful, or sublime, its horror, sublimity, and beauty mean nothing.

In the eternal dream, eternity is the same as an instant. Maybe I will come back in an instant.

The repetition of the orphanage drama year after year, echoing the Nietzschean idea of eternal recurrence — that everything that has happened will happen again and again — seems to rob the little world of any real meaning. Why should the repetition of the fire inspector's lament make it sound so hollow?

Nietzsche … argues that all that passes in the life of a society is ephemeral and banausic except for the presence of great personalities, of men like Goethe … who seem to forge their own destinies, who seem to move unhampered by those burdens of existence which keep most men from rising above the vicissitudes of their daily toil.

In the world of eternal return the weight of unbearable responsibility lies heavy on every move we make. That is why Nietzsche called the idea of eternal return the heaviest of burdens.
If eternal return is the heaviest of burdens, then our lives can stand out against it in all their splendid lightness.
But is heaviness truly deplorable and lightness splendid?
The heaviest of burdens crushes us, we sink beneath it, it pins us to the ground. But in the love poetry of every age, the woman longs to be weighed down by the man's body. The heaviest of burdens is therefore simultaneously an image of life's most intense fulfillment. The heavier the burden, the more real and truthful they become.
Conversely, the absolute absence of a burden causes man to be lighter than air, to soar into the heights, take leave of the earth and his earthly being, and become only half real, his movements as free as they are insignificant.
What then shall we choose? Weight or lightness?
...That is the question. The only certainty is: the lightness/weight opposition is the most mysterious, most ambiguous of all.

The most fulfilling human projects appeared inseparable from a degree of torment, the sources of our greatest joys lying awkwardly close to those of our greatest pains…

Why? Because no one is able to produce a great work of art without experience, nor achieve a worldly position immediately, nor be a great lover at the first attempt; and in the interval between initial failure and subsequent success, in the gap between who we wish one day to be and who we are at present, must come pain, anxiety, envy and humiliation. We suffer because we cannot spontaneously master the ingredients of fulfillment.

Nietzsche was striving to correct the belief that fulfillment must come easily or not at all, a belief ruinous in its effects, for it leads us to withdraw prematurely from challenges that might have been overcome if only we had been prepared for the savagery legitimately demanded by almost everything valuable.

Si cada uno de los instantes de nuestra vida se va a repetir infinitas veces, estamos clavados a la eternidad como Jesucristo a la cruz. La imagen es terrible. En el mundo del eterno retorno descansa sobre cada gesto el peso de una insoportable responsabilidad. Ese es el motivo por el cual Nietzsche llamó a la idea del eterno retorno la carga más pesada. Pero si el eterno retorno es la carga más pesada, entonces nuestras vidas pueden aparecer, sobre ese telón de fondo, en toda su maravillosa levedad.
(...)
La carga más pesada nos destroza, somos derribados por ella, nos aplasta contra la tierra. Pero en la poesía amatoria de todas las épocas la mujer desea cargar con el peso del cuerpo del hombre. La carga más pesada es por lo tanto, a la vez, la imagen de la más intensa plenitud de la vida. Cuanto más pesada sea la carga, más a ras de tierra estará nuestra vida, más real y verdadera será. Por el contrario, la ausencia absoluta de carga hace que el hombre se vuelva más ligero que el aire, vuele hacia lo alto, se distancie de la tierra, de su ser terreno, que sea real sólo a medias y sus movimientos sean tan libres como insignificantes.

Nietzsche's great concept of Yea-saying gave him a notion of purpose that is seen as positive. Nietzsche, in short, was a religious mystic.

Nietzsche represents an attempt to recover the "self-diffusiveness" of the good in spite of the good itself, because the good itself cannot be separated from the Christian Neoplatonic tradition that lies at the roots of Western civilization. He thus ends up, as Heidegger has compellingly shown, with an emptiness of the will to power, sheer willing, which does not overcome modernity but rather consummates it.

If, in all that you wish to do, you begin by asking yourself: am I certain that I would wish to do this an infinite number of times? This should be for you the most solid centre of gravity . . . My doctrine says, the task is to live your life in such a way that you must wish to live it again - for you will anyway! If striving gives you the highest feeling, then strive! If rest gives you the highest feeling, then rest! If fitting in, following and obeying give you the highest feeling, then obey! Only make sure you come to know what gives you the highest feeling, and then spare no means. Eternity is at stake! This doctrine is mild in its treatment of those who do not believe in it. It has neither hell nor threats. But anyone who does not believe merely lives a fugitive life in the consciousness of it.

Nietzsche seems sometimes to replace the “transcendence” which stands at the center of traditional accounts—the existence of a transcendent God, or, failing that, a transcendental viewpoint—with that of a continually transcending activity. … There is no single, final perspective, but given any one perspective, we can always go beyond it.

At the core of the Perennial Philosophy we find four fundamental doctrines.
First: the phenomenal world of matter and of individualized consciousness — the world of things and animals and men and even gods — is the manifestation of a Divine Ground within which all partial realities have their being, and apart from which they would be non-existent.
Second: human beings are capable not merely of knowing about the Divine Ground by inference; they can also realize its existence by a direct intuition, superior to discursive reasoning. This immediate knowledge unites the knower with that which is known.
Third: man possesses a double nature, a phenomenal ego and an eternal Self, which is the inner man, the spirit, the spark of divinity within the soul. It is possible for a man, if he so desires, to identify himself with the spirit and therefore with the Divine Ground, which is of the same or like nature with the spirit.
Fourth: man's life on earth has only one end and purpose: to identify himself with his eternal Self and so to come to unitive knowledge of the Divine Ground.

Reincarnation comes under the more general doctrine of reimbodiment. It is the teaching that the human ego returns to earth at some future time after the change men call death... in order that the ego may learn new lessons on earth, in new times, in new environments; taking up again on this earth the old links of sympathy and of friendship, of hatred and dislike, which were apparently ruptured by the hand of death when the ego-soul left our spheres. (Chapter 2)