Nietzsche has explained this in his masterwork, Thus Spake Zarathustra.
He begins with an allegory explaining the three transformations of the spirit to become a Higher Man.
One must first be the camel, who tests his spirit to disabuse himself of weakness. To humiliate oneself in order to mortify one's pride? ... To be sick and dismiss comforters, and make friends of the deaf, who never hear thy requests?1 This is Self-Overcoming.
Then, one must become as the lion, who does battle with the morality you have learnt. Slay the dead dicta, rules, and manners with your Independence. "Thou-shalt," is the great dragon called. But the spirit of the lion saith, "I will." ... To create itself freedom, and give a holy Nay even unto duty: for that, my brethren, there is need of the lion.1 This is Self-Overcoming.
Once these ties are unraveled can you finally be as the Child, who writes its own morality in tune with itself. Innocence is the child, ... a new beginning, a game, a self-rolling wheel, a first movement, a sacred Yea. Aye, for the game of creating, my brethren, there is needed a holy Yea unto life: ITS OWN will, willeth now the spirit; HIS OWN world winneth the world's outcast.1
When invoking WWND, choose that which will involve Overcoming the resistent within, the Spirit of Gravity. Choose the course which, if you were to perform in an infinite number of parallel lifetimes, most satisfies your Moral Ambition.
But Nietzsche doesn't want you to ask what he would do at all. Who is Nietzsche? Not the Übermensch - at best only a Higher Man - and worse, he is not you. Overcome even his Authority as you do all others. Perhaps he hath deceived you. ... One requiteth a teacher badly if one remain merely a student. ... Ye venerate me; but what if your veneration should some day collapse? Take heed lest a statue crush you!2
But that ye may understand my gospel of good and evil, for that purpose
will I tell you my gospel of life, and of the nature of all living things.
...
Hearken now unto my word, ye wisest ones! Test it seriously, whether I
have crept into the heart of life itself, and into the roots of its heart!
And this secret spake Life herself unto me. "Behold," said she, "I am that
WHICH MUST EVER SURPASS ITSELF."3
Cited: Thus Spake Zarathustra. Friedrich Nietzsche. 1 "The Three Metamorphoses" 2 "The Bestowing Virtue" 3 "On Self-Overcoming." Translated by Thomas Common. http://www.gutenberg.org/dirs/etext99/spzar10.txt