Reddit reviews Nietzsche: Philosopher, Psychologist, Antichrist (Princeton Classics (104))

You might try an intellectual biography to start with Nietzche, like Hollingdale or Kaufmann, which can help in taking the place of an instructor as a guide.

I know less about Hobbes, and I know you said you want to stop watching YouTube videos, but I really loved Quentin Skinner's Genealogy of the State in which Hobbes features prominently. Using a service like YTmp3.cc can make it a bit less laborious, since you can then listen while doing other stuff.

I started my interest in philosophy with Nietzsche when I found Zarathustra in a bookstore. As others have said, it's not a good place to start. I then read all these, and also read some of The Gay Science as well as some of Kaufmann's book which is a good starting place, although I personally found Heidegger's lectures on him more interesting and insightful (although much more biased and with a more explicit agenda).

Personally, I don't know if there's really the place to start with Nietzsche, because he doesn't have a single system in the traditional sense. While he offers hints at a system, and while there are certainly thematic threads that run throughout his thought, there's not a single text where he outlines a single system. He came close in The Will to Power, but never finished it, so we're left with his notebooks and outlines, still aphoristic. It might be worth thinking about why you want to read Nietzsche; his thought covers so much territory, and in such odd ways, it might be helpful to have a "way in" or angle with which to read him. This is why I liked Heidegger's lectures, and am admittedly wary of Kaufmann's book; I'm just not sure a single unified Nietzsche is out there, but he's a fascinating sower of seeds. Whether it's history, art, religion, culture or some combination of all those fields, he's got a lot of interesting things to say, but I'm not sure there's a single place to start, given the lack of a single kernel of thought. This is obviously largely my opinion, but I thought it was worth noting.

For Nietzsche I think a breadth of secondary sources and interpretations are useful. Like Firework said, Kaufmann's Nietzsche: Philosophy, Psychologist, Antichrist is good. Alternatively both the Cambridge Companion and the Oxford Handbook are decent secondary sources, with more contemporary essays on him. Robert Pippin has an introduction as well, but I'm not sure about the quality.

On another note, both Karl Jaspers and Giles Deleuze have books on him, but they are less 'introductions' that interpretations.