@Twirlip,
What is Called Thinking is, to my mind, a very important book; certainly it is one of Heidegger's most readable and gives us some inkling of the power of his lectures felt by his own students.
In several of the essays in the book, Heidegger spends a great deal of time discussing how to read Nietzsche; he is convinced that Nietzsche's thinking is vitally important if we are to be able to rethink the major themes of western philosophy, or be able to
think at all.
In earlier paragraphs, Heidegger discusses the richness of the Platonic dialogue from which so much can be drawn if one actively and meditatively reads, and then he asks us to do the same with Zarathustra (and other works by Nietzsche). Part in jest, but also part in serious earnest, he suggests reading The Philosopher (to borrow Aquinas's epithet), perhaps because his style (the writings are, after all, lecture notes) necessarily demands close and careful reading, especially in his discussion of being in
Metaphysics.
In the context of his view of the challenge to thinking in modern age which permeates his series of lectures---indeed gives rise to them--- and of the consequent
added difficulties in reading Nietzsche (or doing philosophy for that matter), one might agree with his advice to his students to postpone reading Nietzsche until they are
prepared to read him.