I have firmly resolved within me to dedicate myself forever to His service. May the dear Lord give me strength and power to carry out my intention and protect me on life's way. Like a child I trust in His grace: He will preserve us all, that no misfortune may befall us. But His holy will be done! All He gives I will joyfully accept: happiness and unhappiness, poverty and wealth, and boldly look even death in the face, which shall one day unite us all in eternal joy and bliss. yes, dear Lord, let Thy face shine upon us forever! Amen!
From Aus meinem Leben (1858), quoted in Bruce Ellis Benson, Pious Nietzsche: Decadence and Dionysian Faith, Indiana University Press (Bloomington: 2008) p. 18.
Of course, by 1862 there's evidence that firm resolve is failing and that Nietzsche is leaving behind the Lutheran Pietism of his youth. I think, though, we might consider it as a possible explanation of one of the puzzles of Nietzsche's attitude toward Christianity: even at his most critical he tends to avoid direct criticism of true believers, reserving all his wrath for those who try to temporize and compromise. The former still come under his genealogical account; but more than once, in fact, he expresses admiration or respect for them, even when firmly stating that their views are false. There's a shading of criticism: the pious usually receive no criticism beyond the criticism that their views are false; the liberal theologians who reinterpret old doctrines to fit the expectations of the age are much more severely criticized; and atheists who try to have their cake and eat it too by rejecting Christian metaphysics but accepting the Christian morals it supported are most sharply criticized of all. And perhaps -- I say this only as a 'perhaps', leaving it to Nietzsche scholars to determine -- the reason is that Nietzsche is not like some would-be freethinkers, who, having believed X sincerely at one point, later begin mocking the stupidity of people who believe X. Such an attitude is not very wise; stupid people do not suddenly become intelligent by being convinced they were wrong on some particular point, so if people who believe X are stupid, there is no reason to think that an atheist who used to believe X is not himself stupid. It is actually one of Nietzsche's strengths that he turns out, if you read him closely, to be surprisingly self-critical: he sometimes does swing to a sort of triumphal mania, but he tends to be very careful about what he is criticizing. And knowing how religious fervor feels from the inside, such a self-critical and cautious criticizer is unlikely to make the error noted above. He is, indeed, almost never indiscriminate: he does make a serious attempt to focus on hypocrites and leave those he regards as merely mistaken alone. In any case, as I said, this is not based on any profound scholarship, but merely on occasional reading of Nietzsche, so it is an idea that should be taken with a grain of salt.