Neitzeche is often considered the father of modern atheism, as such, all his writings are not only anti Christian, but anti deistic. That being said, he is a good writer for believers to study. He is one of the few atheists, Sartre being an other, who look into the void of atheism and realize that you can not go on living under moral laws based upon the belief in god, once that belief is destroyed. Unlike many of our present atheists, who speak of atheism as if it were just another lifestyle choice, Neitzeche describes the nihilist cosmos to which atheism leads.
He’s a good philosopher to know if you ever find your faith challenged by an atheist. It’s been my experience that few present day atheists have heard about him and even fewer have read his works. I took a course on atheism as part of my philosophy major and it reinforced my belief in god, more than my studies of Christian philosophers such as Jaques Maritain. I would encourage you to stick with the course. Neitzeche’s philosophy is so brutally honest about the implications of atheism I doubt you need to worry about it enticing you to atheism.
Also the Index Librorum Prohibitorum, list of banned books, was abolished by Pope Paul VI in June 1966. The second poster is correct, Neitzeche was never on the list. It was understood that all the writings of professed atheists were forbidden.