This is what Nietzsche has taught me: absolute truths are for suckers. And I'm not the only one who got that; we call Nietzsche a proto-existentialist for a reason. The real strength of Nietzsche, for me at least, comes through viewing his ideas as a sort of phenomenology, in which he attempts to account for how experience works without relying on a priori concepts like Kant's necessary conditions for the possibility of experience. For Nietzsche, everything that we need to know about experience comes from experience itself, an idea that should remind you of Hegel's immanent critique.
There's a lot of this sentiment in existentialist and hermeneutic accounts of experience. Consider, for instance, the hermeneutic circle as articulated by Heidegger, Gadamer, and others. Because we are always already experiencing the world, we cannot know the world as it exists outside our experiences of it. Rather than moving through life and encountering alien objects, which are then added to a sort of permanent “library” of understanding, we encounter alien objects (or concepts or people) and come to understand them through our preexisting understandings of other things. The catch, though, is that our new understandings may obfuscate or change our previous understandings; experience consists of a constant process of learning, unlearning, and relearning—of interpretation.
Now, without a foundation for experience that exists beyond experience itself, ethics becomes more complicated, and that's really what Nietzsche is getting at with his Genealogy; because words like "good" and "evil" don't really mean anything in a concrete or universally definable sense, the task of determining right action becomes much more complex. That is, unless we happen to be ubermenschen, in which case we simply do what we want to do and call it right. But Nietzsche admits that none of us are ubermenschen, nor is he himself. That being the case, we have to figure out how to be moral beings in a world where morality is simply a concept, agreed upon by groups of people. And that's nebulous and confusing, but it's what we've got. It seems to me that attempts at making existence simple (read: religion) are dangerous because they convince people that there is only one way of being that is "correct," and this sort of sentiment leads us down the path to hatred, bigotry, and oppression.