I would like to focus on a question asked in the passage:

‘Whence did I get the notion of ‘thinking’?

The problem is that we think we know what thinking is because we think. A few related passages:

With regard to the superstitions of logicians, I shall never tire of emphasizing a small, terse fact, which is unwillingly recognized by these credulous minds—namely, that a thought comes when "it" wishes, and not when "I" wish; so that it is a PERVERSION of the facts of the case to say that the subject "I" is the condition of the predicate "think." ONE thinks; but that this "one" is precisely the famous old "ego," is, to put it mildly, only a supposition, an assertion, and assuredly not an "immediate certainty." After all, one has even gone too far with this "one thinks"—even the "one" contains an INTERPRETATION of the process, and does not belong to the process itself. One infers here according to the usual grammatical formula—"To think is an activity; every activity requires an agency that is active; consequently"... It was pretty much on the same lines that the older atomism sought, besides the operating "power," the material particle wherein it resides and out of which it operates—the atom. More rigorous minds, however, learnt at last to get along without this "earth-residuum," and perhaps some day we shall accustom ourselves, even from the logician's point of view, to get along without the little "one" (to which the worthy old "ego" has refined itself).(BGE 17)

He is not denying that we think: “ONE thinks”. What he rejects is an “interpretation of the process” by which “the ‘one’” “does not belong to the process itself”.

This is easier to understand if we look an earlier section:

Boscovich has taught us to abjure the belief in the last thing that "stood fast" of the earth--the belief in "substance," in "matter," in the earth-residuum, and particle- atom: it is the greatest triumph over the senses that has hitherto been gained on earth. One must, however, go still further, and also declare war, relentless war to the knife, against the "atomistic requirements" which still lead a dangerous after-life in places where no one suspects them, like the more celebrated "metaphysical requirements": one must also above all give the finishing stroke to that other and more portentous atomism which Christianity has taught best and longest, the SOUL- ATOMISM. Let it be permitted to designate by this expression the belief which regards the soul as something indestructible, eternal, indivisible, as a monad, as an atomon: this belief ought to be expelled from science! (BGE, 12)

But if we stop there we will not understand him. He continues:

Between ourselves, it is not at all necessary to get rid of "the soul" thereby, and thus renounce one of the oldest and most venerated hypotheses--as happens frequently to the clumsiness of naturalists, who can hardly touch on the soul without immediately losing it. But the way is open for new acceptations and refinements of the soul-hypothesis; and such conceptions as "mortal soul," and "soul of subjective multiplicity," and "soul as social structure of the instincts and passions," want henceforth to have legitimate rights in science. In that the NEW psychologist is about to put an end to the superstitions which have hitherto flourished with almost tropical luxuriance around the idea of the soul, he is really, as it were, thrusting himself into a new desert and a new distrust--it is possible that the older psychologists had a merrier and more comfortable time of it; eventually, however, he finds that precisely thereby he is also condemned to INVENT--and, who knows? perhaps to DISCOVER the new. (BGE 12)

What he is rejecting is the notion of a thinking substance. The soul is not something we have. In his refinement of the soul-hypothesis Nietzsche posits a “soul of subjective multiplicity”. This solves the problem of the seeming mystery of a thought that comes when it wishes rather than when I wish. It is not that the thought has some kind of independent existence and comes to me from elsewhere, but simply that there is not something within me, an “I” or “ego” or “little ‘one’” that is the agent of my thoughts. This is not a denial of agency, it is a denial of something within me, some substance or soul-atom that is the agent.

The passage interests me because it highlights two very difficult issues that are entwined within each other by use of language and in how we explicate ourselves to ourselves, and ourselves to others.

Words are certainly misleading in that they are not immanent. No word stands alone as a meaning in and of itself. With the ending question of “truth” we find an item that many, many philosophers have obsessed over. Nietzsche helps point out the “drive” for some proposed “truth” whilst parallel questioning the relevance of “truth” as a word.