Why do I rarely see anyone talk about Nietzsche's arguments against Kant on here? This is one of the most important parts of Nietzsche's thought and it's what sets him apart from most philosophers.
To summarize for the thread, Nietzsche argued against Kant's thing-in-itself from the standpoint that the notion of a veil was in itself part of the interpretation. For Nietzsche, it's not a given that there is anything "behind the curtain" so to speak, because "behind" and "curtain" are not a given, either. We project all these notions onto life; they are characteristic of our minds, not of nature, the cosmos, phenomena, or whatever it is we think we're uncovering the truth about in our analysis.
This is a quite unique perspective, and it's the basis for Nietzsche's perspectivism in the first place. If there is no curtain, no appearance, no illusion, then there is no behind, no thing-in-itself, no capital t Truth. All analysis becomes a kind of Münchhausen trilemma; what is really happening is that the analyzer is unconsciously reordering the world in his or her own image with the analysis being the means to that end. This means that while Nietzsche was an atheist, he is distinct from the majority of atheists who are atheists because they think atheism is scientifically valid or philosophically truthful.