Nietzsche is not about avoiding suffering though.
Nor is he about "accepting" suffering.
His belief is about an act of will. That you "will" what happens to you. By this act we obtain power over life and the events in it. (not sure I fully agree... just stating what I understand).
"Was that life? Well then! Once more!" -from Thus Spoke Zarathustra.
1. Existential: death and suffering are inevitable.*
2. Moral: life is amoral.
3. Epistemic: most of what we think we know about the world is illusory.
*I include being downvoted on HN, especially under the new voting regime, under the category of suffering.
Edit: a reference, with additional clarification and justification for those who dispute the abbreviated claims.
Leiter, Brian, The Truth is Terrible (February 22, 2014). Daniel Came (ed.), Nietzsche on Morality and the Affirmation of Life (Oxford University Press, Forthcoming). Available at SSRN: http://ssrn.com/abstract=2099162 or http://dx.doi.org/10.2139/ssrn.2099162