From the end of Lecture 4 from his series on Nietzsche:

I will bring up a few things from the Genealogy again, but by the time we have reached this moment of The Death of God, we already have a strange change in the discourse of Nietzsche’s text. Because now the challenge will be for me to present what I have only so far indicated. And it’s indicated in the parable. What new games, new festivals, can human beings – insofar there is any life that remains – what can be invented, now? To make up for what has already been destroyed.
And that’s the challenge we’ll have in the next classes; is to see first what does Nietzsche offer us by way of any new myths like that, and more importantly, what myths could we construct ourselves; what games, what holy festivals, what interesting books, fascinating arguments, and new ways to live? Other than the pathetic tragic, stupid, banal array of ordinary, everyday, bourgeois stinking life. Surely we can do better than that. Surely.
So that’s the project that we will head out on, you know. Because we don’t want to end with the thought that always seems to me ghastly – and especially after reading Nietzsche – it’s that to imagine someone looking at your tombstone years from now, and it says: “Bill O’Reilly”, gives the dates – its always comforting, I visit graveyards, I like it – “Sold tyres” [crowd laughter]. Now I don’t know if you sell tyres, and I know people driven to that and worse, but still, that would be “Great salesman. Wonderful friend. Nice chum”.
To experience that horror, just that horror, may require some effort from us but I want us to experience it so that we might think of some new games, some new ways to live.