We know that Nietzsche was not a professional musician and didn't get any musical education. He was self-educated. However, he considered music as an essential part of human life, so to speak.
There are quite a few CD's featuring his piano music, chamber music including songs, and so on. Two CD's are Compositions of his Youth (1857-63), rather extensively and critically (not very positive) reviewed by John Bell Young (2003) on Amazon.com (see here (http://www.amazon.com/Friedrich-Nietzsche-Compositions-Youth-1867-63/dp/B0000049P9/ref=sr_1_3?s=music&ie=UTF8&qid=1330783200&sr=1-3))
and Compositions of his Mature Years (1864-82). Personally I feel very attracted to his solo piano music on this disc (http://www.jpc.de/jpcng/classic/detail/-/art/Friedrich-Nietzsche-1844-1900-S%E4mtliche-Klavierwerke/hnum/4681223).
An interesting and informative website is http://nietzschemusicproject.org/ (http://nietzschemusicproject.org/)
I'm wondering what members think of the music of this remarkable person, who influenced so many people.