There is a common, all too common understanding of Nietzsche as an atheist. To be fair, this appraisal shouldn't be all that surprising given his almost, can we say devout? anti-Christian polemics for which he is well known. There's also the small matter of the madman parable wherein the death of God is publicly announced. Unfortunately, most stop short of any robust reading of the parable, of either its actual content or context, or of Nietzsche's thought in general which might be considered, as others have remarked, a project of Christian reformation. Thus, we often end up with two Nietzsche's: Saint Nietzsche, and the Antichrist. While I take this to be a false choice, there is of course a sense in which the charge of atheism entirely sticks, however this indeterminate position with regard to Christianity demands far more attention than can be given here. In any case, I believe we find in Will to Power, fragment 1067, an account of the kind of divinity Nietzsche positively envisioned. I'm sharing it here because I refer to it every so often, because it's compelling, and as I've already suggested, I believe it's important for an understanding of Nietzsche's (admittedly under-determined) Dionysian conception of divinity, one which I read as overtly metaphysical despite the anti-metaphysical polemics one finds especially in his earlier writings.
“And do you know what "the world" is to me? Shall I show it to you in my mirror? This world: a monster of energy, without beginning, without end; a firm, iron magnitude of force that does not grow bigger or smaller, that does not expend itself but only transforms itself; as a whole, of unalterable size, a household without expenses or losses, but likewise without increase or income; enclosed by "nothingness" as by a boundary; not something blurry or wasted, not something endlessly extended, but set in a definite space as a definite force, and not a sphere that might be "empty" here or there, but rather as force throughout, as a play of forces and waves of forces, at the same time one and many, increasing here and at the same time decreasing there; a sea of forces flowing and rushing together, eternally changing, eternally flooding back, with tremendous years of recurrence, with an ebb and a flood of its forms; out of the simplest forms striving toward the most complex, out of the stillest, most rigid, coldest forms toward the hottest, most turbulent, most self-contradictory, and then again returning home to the simple out of this abundance, out of the play of contradictions back to the joy of concord, still affirming itself in this uniformity of its courses and its years, blessing itself as that which must return eternally, as a becoming that knows no satiety, no disgust, no weariness: this, my Dionysian world of the eternally self-creating, the eternally self-destroying, this mystery world of the twofold voluptuous delight, my "beyond good and evil," without goal, unless the joy of the circle is itself a goal; without will, unless a ring feels good will toward itself--do you want a name for this world? A solution for all its riddles? A light for you, too, you best-concealed, strongest, most intrepid, most midnightly men?-- This world is the will to power--and nothing besides! And you yourselves are also this will to power--and nothing besides!”