Nietzsche’s Thus Spoke Zarathustra begins with a biographical note: “When Zarathustra was thirty years old, he left his home and the lake of his homeland and went into the mountains” (translation Michael Stausberg). Is that true? Where was Zarathustra’s home, when did he live, and what really happened in his thirtieth year? These questions lead us far away from Sils-Maria, from Europe, from modern times. But we cannot just forget Nietzsche’s literary-philosophical production and the curiously split fascination that is woven around Zarathustra in Europe and simply turn to the “facts of history,” the “real” Zarathustra. In every attempt to solve the riddles surrounding Zarathustra’s life, historical imagination comes into play. Given the fascination with the figure of Zoroaster in European intellectuial history the historical imagination is often guided by stereotypes.