Yes. Worth it, with caveats. A suggested order of consumption is:
-Beyond Good and Evil (Nuanced Situational Shades of Gray) -On The Genealogy of Morals (Master-Slave Morality) -The Gay Science (God Is Dead. Now, how to avoid the pitfalls of Nihilism that reality brings?) -Thus Spake Zarathustra (Ubermensch and the Morality of The New Man. This is The Wanderer Above the Sea of Fog poetic pinnacle. He dropped this early and then proceeded to reverse engineer it's conclusions and assertions with subsequent tomes)
The above will provide a fairly comprehensive window into Freddie's neurally fertile mind. Other works are also insightful. -The Birth of Tragedy (Lays out the Apollonian/Dionysian dichotomy) -The Antichrist (Rough read, honestly. A fair bit of Get-Off-My-Lawn! grumpy geezerness) -Ecco Homo (Autobiography)
His prognostications that the unmoored stumbling bumbling nihilistic paths of the 20th Century would lead to wholesale industrial slaughter and societal degradation were on point. He was no doubt brilliant, however he was also hamstrung by limited experiential realities. There is a damn good reason that his works appeal to young men full of hubristic vim, vinegar and idealistic promise. The realities of fatherhood, family and the maturation those bring never entered into his calculus. But, yes, read him, soak him in, ruminate on his insights into the human condition in order to be able to cite your references when you lob Nietzschian knowledge bombs into a conversation.