But care must be taken: Ted Bundy and Jeffrey Dahmer were quite confident that they'd figured it out, and that they were doing the right thing (i.e., exactly what they wanted so long as they didn't get caught). But we can see that this is a heinous, false, insane understanding of human life.
Nietzsche was a cultural relativist--he thought "every society is entitled to their own opinion," and carried it to its logical conclusion: that, since no opinion is true and therefore the best, each opinion was worth the same--nothing. Thus, any opinion your will is commited to--that you're confident in--is justifiable. Walden was written along lines Nietzsche agreed with--that modern reason is toxic, and a return to more natural foundations was necessary. He just went to a bad "natural" place.
That was a mouthful. I've got to go pick up my girlfriend. Adios.