I absolutely agree, and so does Nietzsche himself. He discusses this in his later work "Ecce Homo".
The character "Zarathustra" in his opus "Also Sprach Zarathustra" is a fictional character and quite different from the historical figure Zarathushtra, the author of The Gathas.
What inspired Nietzsche however to choose the name Zarathustra was that the historical character Zarathushtra was the first great ethicist in human history, even earlier than Lao Tze in China. And ethics rather than the existence of God is what interests Nietzsche. Nitezsche is not really interested in atheism or theism. He is interested in how modern man handles an increasingly godless world, a world where the foundation for morals is gone and pure ethics is all that remains. This interpretation of Zarathushtra is actually correct. So Nietzsche did not choose the character without a good reason, and it was a proper one too.
2007/10/8, Amir Kasra Naji <firstname.lastname@example.org>:
This is true. Hitler himself did not have any connection to
Zoroastriansim, but he was familiar with Nieztche, If he read the
whole book or not, I cant say, but his Ideas about The Superman did
infact come from Nieztche; of course this was not Nieztchs intentions;
but nonetheless Hitler did misinterpret Nieztche.
Zartosht did not come up with the idea of Superman or Atheism, this
was due to Nieztche. And most Iranians Agree with me that Nieztches
version of Zarathustra is his own creation and ideas and not the
thaughts of the prophet Zartosht
All the Best