Nietzsche explains
Christianity's origins through the French word "resentiment." Although it is a cognate to the English language,
resentiment connotates a stronger meaning, and in Nietzsche's eyes it symbolizes the hatred of the Christian faithful towards the strict Jews of the the Roman Empire, but this hatred could only be expressed psychologically.
Christianity is thought to be a life that was developed by those who could not cut it in the strict competitive lives of the Judea society. These Christians had a belief system based on a "slave morality," which meant that the "good" were those who were selfless and didn't have power. Those that were "evil" would take advantage of their power and use it to oppress the good. Of course the strict Jews were the "evil." Unfortunately this belief system made it seem like being "good" was not worth it and people should strive for power and be evil for the well-being of their life.
Nietzsche says that this is compensated for by the psychological revenge of the after-life. Christians are Christians because they believe that oppressing themselves and internalizing the hatred they have toward the "evil" will allow God to send them to paradise, "Heaven." The men that don't repress their power will burn in hell for the rest of eternity.
So Christianity is the development of a slave class that couldn't cut it in the strict Judea society, and therefore redirected their hatred to those who could handle it to make themselves the better of the two classes.
"Cogito, igitur, sum"