Just as a work of art or literature has many different meanings, just as we can learn from how others see a work of art, or read a work of literature, so we can do the same with life itself. But we do not need a notion of absolute truth in meaning for that to make sense. In fact, perhaps the opposite: when we demand that others read Shakespeare like we read Shakespeare, because we have the truth, we automatically shut down the other. But is our 'truth' really truth?
Why would we need truth to appreciate art? Indeed, do we not have to embrace the false? Realism in art is always a lie. It really is a statue, not a man. It really is a 2 dimensional picture, not a person. When an artist draws it 'as it is' it is essentially a lie. And then the other forms of art leave even the hint of realism behind. No, I think he is right: to appreciate art, to get something interesting out of art, you must not pretend it is the truth, but embrace the lie, give the lie meaning. Is there truth? Even if so, it will not be interesting without the lie, without the interpretation which gives it meaning.
Does this mean we must accept any lie? No, just because it is an error does not make it an interesting one. just because it is a painting does not mean it is a good one. But the painting is good not because it captures the truth, and indeed, must capture part of the lie.
If i am making any sense (and maybe I am not!)...
I do not think Nietzsche wants the pain gone. Pain is part of life. To want the pain gone is to want life over. That is part of the anti-life vision he decries.
And if you think about your life, there were (are) pains and pleasures, sorrow and joy, bad choices, good choices, evil done to you and good things done to you. But you would not be who you are if you did not fully accept both, and all. All of your experiences shape who you became. You would not be who you are today without the bad times. So to want only the good is to want to be something other than you are. To love yourself is to love yourself as you are, and that requires loving the bad things, too. Loving life requires loving things difficult to love.
And if you think of art, the same is true. Art requires good and evil, pain and pleasure. You love the tragedy in spite of (or even because of!) the bad. Hamlet would not be Hamlet if he did not die in the end.