Brian Leiter has a fascinating article about Nietzsche on the will (available form that link as a pdf). Leiter is sympathetic to Nietzsche's idea that our experience of willing action is misleading about the actual causal genesis of action, and ties this to recent empirical research in the area which seems to support this view. We think that we will ourselves to do something; and it feels that way. But, perhaps this is all epiphenomenal, i.e. doesn't actually make anything happen. If Nietzsche and Leiter are right, then it raises serious questions about moral responsibility for actions, and whether that notion even makes sense. (Brian invites you to comment on his paper here)
This relates to Freud's idea of the third great blow to humanity's narcissicism which I discussed in an earlier post. Freud was reluctant to read too much of Nietzsche's work because he feared he'd find all his own ideas anticipated...