Against that positivism which stops before phenomena, saying “there are only facts,” I should say: no, it is precisely facts that do not exist, only interpretations…

As translated in The Portable Nietzsche (1954) by Walter Kaufmann, p. 458.

Or, if you think about it, this may be another way of saying the same thing:

Here the ways of men part: if you wish to strive for peace of soul and pleasure, then believe; if you wish to be a devotee of truth, then inquire.

Letter to Elisabeth Nietzsche, Bonn, 1865-06-11