From The Birth of Tragedy

Now the Olympian magic mountain opens itself before us, showing us its very roots. The Greeks were keenly aware of the terrors and horrors of existence; in order to be able to live at all they had to place before them the shining fantasy of the Olympians. Their tremendous distrust of the titanic forces of nature: Moira [fate], mercilessly enthroned beyond the knowable world; the vulture which fed upon the great philanthropist Prometheus; the terrible lot drawn by wise Oedipus; the curse on the house of Atreus which brought Orestes to the murder of his mother: that whole Panic philosophy, in short, with its mythic examples, by which the gloomy Etruscans perished, the Greeks conquered—or at least hid from view—again and again by means of this artificial Olympus [Mittelwelt der Olympier]. In order to live at all the Greeks had to construct these deities.

[Nietzsche, The Birth of Tragedy - Francis Golffing and Walter Kaufmann, tr.]