Would I enjoy his books more if I studied his life first?

Mainly the best books from him are Antichrist and Zarathustra.

His life is not a big deal into these, nor necessary to understand the message in these books.

Zarathustra is my favorite

Not so much his life, but I think more enjoyment comes out of a general understanding of philosophy and the viewpoints of other philosophers. He tends to name drop a lot. Zarathustra doesn’t require that so much, but I think it’s understood better after reading a few of his other works.

I’ve seen others recommend Zarathustra and The Antichrist. They’re very good, but I also highly recommend Twilight of The Idols. He talks a lot about society in that one and a lot of what he says definitely still applies to society today.