One of Nietzsche’s core concepts is the thought that you should live in such a way that the life you live can be repeated over and over again without change. You could do this by accepting life as it is and also start making decisions with this idea in mind. In his work, Nietzsche tries to show you  life as it is, including all the “tricks” we use to sugarcoat reality, like hope in an afterlife or a purpose here on earth. Most of these hopes and purposes are sold by religions and political systems; they try to give their visions, and they often compete with each other in violent ways; it is bad for the world and all of us individually. The eternal return is a thought experiment that can help you when you want to find out how much you can live without reason and purpose but just for the beauty and miracle of it.

This quote is one of the first times Nietzsche speaks about this concept; you can read more on Wikipedia and in many other places in Nietzsche’s writings.