Dino is absolutely right.
Let me just add that we usually recommend people who are familiar with Western thinking to read Baruch Spinoza as a reference. Spinoza is the European philosopher whose thoughts are most reminiscent of Zarathushtra. Many Spinozists regard themselves as Zoroastrians, and vice versa.
Also, our ethics is very important to us. We are what we think, what we say and how we act. We totally identify ourselves with what we do and how we appear to ourselves. This is what we mean with the Zoroastrian saying "good thoughts, good words, good deeds" where we also believe that it is the order and not just the queality of those things which is important. This is why thinking is so important to us. Our religion is called Mazdayasna (the worship or celebration of Mind) and we call ourselves Mazdayasni.
2009/5/11 Special Kain
As far as I know it's not merely about existence as such: the biological fact that both you and I are alive and breathing. It is about Existence (with capital letter), which is Ahura. We're amazed by the fact that there is something, rather than nothing. Throughout the Gathas, Zarathushtra is speaking of actions and deeds, so it's about doing and not about un-doing. We're obliged to enjoy life as it is and live to the fullest. In a way we are celebrating the capacities and faculties that evolution gave us. Remember that there's no asceticism in Zoroastrianism, we're not opposed to our passions and desires. It's existentialism without Sartre's "gloom 'n' doom". While French existentialists are desperately trying to deal with the absurd, we maintain a constructive mentality, continually increase our understanding of existence, cultivate good feelings and good thoughts, actively and creatively contribute to the world (as it is), etc. See, we don't condemn this world, because there's no hierarchical relationship between heaven and earth - both heaven and earth are governed by the very same principle, which is Asha. It is a philosophy of joy.