I recall reading that Nietzsche thought that Democritus was the first Greek to eliminate any trace of superstition from his thinking.
I cannot find a source for this though, and would appreciate some help.
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In the English translation of Nietzsche's The Pre-Platonic Philosophers, there is this quote on p. 125-126:
Of all the more ancient systems, the Democritean is of the greatest consequence. The most rigorous necessity is presupposed in all things: there are no sudden or strange violations of nature's course. Now for the first time the collective, anthropomorphic, mythic view of the world has been overcome. Now for the first time do we have a rigorous, scientifically useful hypothesis. As such, materialism has always been of the greatest utility. It is the most down-to-earth point of view, it proceeds from real properties of matter, and it does not indifferently leave out the simplest forces, as is done by [accounts of] mind or that of final ends by Aristotle. It is a grand idea, this entire world of order and purporsiveness, of countless qualities to be traced back to the externalizations of one force [Kraft] of the most basic sort. Matter, moving itself according to general laws, produces a blind mechanical result, which appears to be the outline of a highest wisdom.
Page 118 of Historical Dictionary of Nietzcheanism also mentions another comment on Democritus from Nietzsche's personal notes, which were later published in German in the multivolume Kritische Gesamtausgabe. Werke [KGW]:
"Democritus was the first to strongly rule out anything mythic. He is the first rationalist. ... The ethical writings show that the core of his philosophy lies on the ethical side" (KGW I, 4, 416f).