(First of all, at the risk of being a bit catty, to some degree isn't all of Nietzsche, Nietzsche on Nietzsche, especially in "The Gay Science"? Even when he is addressing global issues like the overall development of moral sentiment, or the nature of Greek drama, or how post-Classical music really ought to be, everything is introspection, or his insight is so quirky that his interpretation of otherwise objective facts is really about him.)
As I read "The Gay Science" the most painful problem for him in a lot of places seems to be a wavering commitment to being outside the race and desperately wanting to work an effect upon it from within. (The pain is palpable... unless I am projecting it onto him.)
To put it theoretically, there is an issue in his model of what the herd is, as to whether there is any possible continuity upward from the noble alpha leader of the herd to the independent creator free of human baggage. If there is one, Nietzsche is vying for it. And he hates himself for doing so, since he has gone so far as to say the herd-bond is something that must be overcome. If he gets what he wants, he is theoretically wrong. (His greatest dangers are in compassion.)
He wants a transfiguration of values, but he seeks for such a thing in a natural history: The Genealogy of Morals, and leading forward from there would be choosing to be driven and shaped by social forces so as to be able to capture the intelligence of those around him. (What he loves in others are his own hopes.)
But by his more raw logic a la Beyond Good and Evil, he should more highly value a deeply personal perspective that would uniquely express his distance from those same forces. ('You should become who you are.')
(To address the issue with the word 'nobility': Nobility has a 'peerage', a standard that allows it to be respected in a social context by others who are similarly noble. This definition of heroism is personal and individual. This kind of hero may very well not be noble. He basically cannot be noble if his remapping of values is entirely unique.
So Nietzsche has the Groucho-Marxism problem in reverse: He himself wants to be noble, whether or not he should be by the standards of any peerage he would choose to validate his nobility.)
So there is a constant pain of pursuing the greatest calling he can tolerate, knowing there are theoretically greater challenges, which might even be easier to overcome, but those would not answer to his need. And of course, that pain is there only because of his own self-imposed morality, which may or may not have any real value, if he has to struggle both for and against it.
Those two sides (continuity and jumping forward / nobility and freedom from the good) may very well represent Nietzsche's suffering, and his hope.
