Your facts are not quite right...

Nietzche's parents were Russian, but he was born in the little town of Röcken, Germany. He never was awarded a German citizenship though.

The Prussian King, Friedrich Wilhelm IV, after whom Nietzsche was named, was responsible for Nietzsche's father's appointment as Röcken, Germany's town minister. Nietzsche's grandfathers were also Lutheran ministers, and his paternal grandfather, Friedrich August Ludwig Nietzsche, was further distinguished as a Protestant scholar, one of whose books (1796) affirmed the "everlasting survival of Christianity."

I too find it strange that Friedrich Nietzsche was so much in opposition. However, I think the real "influence" behind his feelings about Christianity and religion in general stem from his accidental discovery of Arthur Schopenhauer's The World as Will and Representation (1818) in a local bookstore.

Schopenhauer's atheistic and turbulent vision of the world, in conjunction with his highest praise of music as an art form, captured Nietzsche's imagination, and the extent to which the "cadaverous perfume" of Schopenhauer's world-view continued to permeate Nietzsche's mature thought is still a matter of scholarly debate.

After discovering Schopenhauer, Nietzsche read F.A. Lange's newly-published History of Materialism and Critique of its Present Significance (1866) -- a work which criticized materialist metaphysical theories from the standpoint of Kant's critique of metaphysics in general, and attracted Nietzsche's interest in its view that metaphysical speculation is an expression of poetic illusion.

On the morning of January 3, 1889, while in Turin, Nietzsche experienced a mental breakdown which left him an invalid for the rest of his life. Upon witnessing a horse being whipped by a coachman at the Piazza Carlo Alberto, Nietzsche threw his arms around the horse's neck and collapsed, never to return to full sanity. Some argue that Nietzsche was afflicted with a syphilitic infection (this was the original diagnosis of the doctors in Basel and Jena), believed to have been contracted while he was a student