Life, according to Nietzsche, is tragic. We're thinking beings trapped in a cycle of life, suffering, death and, worst of all, we have no guide to life. God is dead, so religion can be of no counsel to our worldly woes. And the world itself—nature, the cosmos—can be no guide either, as it is wholly indifferent to our all too human existence.
You desire to LIVE "according to Nature"? Oh, you noble Stoics, what fraud of words! Imagine to yourselves a being like Nature, boundlessly extravagant, boundlessly indifferent, without purpose or consideration, without pity or justice, at once fruitful and barren and uncertain: imagine to yourselves INDIFFERENCE as a power—how COULD you live in accordance with such indifference? To live—is not that just endeavouring to be otherwise than this Nature?
Nietzsche draws a strong distinction between the nature of the natural world (ie. the cosmos) and the nature of humanity—as in human nature. Most of humanity's belief systems for the past few millennia have been based around divine laws, like the ten commandments of the old testament (to give a more straight-forward example).
But as human civilization has become more secular and stopped believing in the divine, some have attempted to replace religion with a sort of natural law. They've attempted to overcome our human nature in favor of something more objective, scientific, and seemingly righteous—they attempt to order their lives according to the natural order of the universe.
According to Nietzsche, this approach is misguided.. The universe is cold, indifferent, and incapable of being any way other than the way it just is. But humanity is much different:
Is not living valuing, preferring, being unjust, being limited, endeavouring to be different? And granted that your imperative, “living according to nature,” means actually the same as “living according to life”—how could you do DIFFERENTLY? Why should you make a principle out of what you yourselves are, and must be?
Human beings are fallible, emotional, judgmental, and temporary in our existence. We need to accept our human nature and our insignificant place in the universe. The real tragedy of human life is that no laws, whether of natural or divine origin, are enough to save us from our selves. Only we can do that.
- Friedrich Nietzsche, "Beyond Good and Evil"