And of course there are many interpretations of Nietzsche and there's reasonable disagreement on what he said. You're right that a secondary source or taking a class doesn't "save you from bad readings" of him, but it's still better than trying to go it alone.
There are many flat out wrong interpretations of him, and someone like a professor or a secondary source can definitely help avoid common misunderstandings and pitfalls when trying to read him.
That really depends on who you read. If you read only a secondary source instead of the primary source, and that secondary source happens to have misinterpreted the primary, you're going to be misled.
If you read the primary source you're at least going to have the chance to make up your own mind, even if it's difficult to do so... and even if you can't, you might at least see that what the primary source actually says might not be as straightforward and obvious as the secondary source maintains.
But please don't think I'm against secondary sources altogether. They can be a useful adjunct to reading the primary sources. Ideally, though, you'd have multiple secondary sources (ones that disagree with one another), so you don't fall in to some one person's reality tunnel.
This is especially important in philosophy. I can't count the number of times I've read secondary sources which I consider to have completely misunderstood the primary sources they were commenting on, and how frequently secondary sources disagree with one another (especially on the more "difficult" philosophers).
This is why you'll want to read those primary sources as part of a class, instead of just trying to go it alone.
But even that won't save you from "bad readings" of Nietzsche or any other philosopher, as plenty of experts disagree on what he meant. He, like some other philosophers, just wrote in a way that doesn't have one obvious meaning that everyone can agree on. With experience and study, you can make up your own mind, which will be better than swallowing some other person's pre-digested interpretation of him.
You might have an easier time understanding a secondary source's interpretation of Nietzsche, but that doesn't mean that you understand Nietzsche.