I see the study of philosophy as a certain path. When starting, one should take steps through the different subjects.

Often my schools start with ethics, which I find appalling. Ethics is quite practical in modernity, but in starting there you lose your intellectual footing and your arguments die quickly.

The order:
1: Existentialism
Existence predates knowledge and morality, and only through recognizing where and why we are, can we determine what to do.

2: Epistimology
This is a close second and I can think of many reasons why it could be first. I see epistemology as the search for truth about truth. If you do not know what it means to 'know' than any moral arguments that you 'know' can be dismantled.

3: Ethics
If you have made it so far as to believe in the existence of other people, than you must attempt to find what it is you should do with these people.

4: Aesthetics
If you have not murdered everyone and you are a member of society, than it is time society determine what is desirable beyond its ethical parameters.

Lucky for you, Nietzsche covers the whole four holes. I do recommend Kierkegaard before Nietzsche however, as he covers the main basis while building up religion, and Freddy will later deconstruct this.
From there you will find many routes from which to choose.