Perhaps one of Nietzsche's biggest "wet dreams" is the concept of the "Overman" or the "Ubermensch," a being so autonomous from certain beliefs and even from others, that he or she is basically "superior" to others in the sense that they have overcome orthodox humanity.
Not only does the Overman not need religious beliefs, they are strong-willed enough to overcome nihilism as well. Because of that, the Overman is two main things: a creator of their own meaning, and a creator of their own rules.
The possible problem in the path towards Overman-hood is that not everyone is privileged enough to even seriously consider becoming one, AKA, an autonomous creator of destiny. That is because there is the paradox of being dependent on higher authorities, such as your government, in order for you to be independent. In other words, your independence is given by those who won't interfere with you, which is technically a form of dependence.
North Koreans, even if they are aware of the term and know its meaning, cannot be Overmen or Overwomen because their government will not allow it. As a North Korean, you cannot just do whatever you want like in a liberal democracy and expect to avoid execution or torture at least.
This paradoxical relationship between individual independence and societal dependence, however, can also occur in any other democratic nation -- as long as you need to work under a boss, that person can, to an extent, dictate your destiny by deciding your value in your position.
Technically, they can fire you at any time unless you are under a contract that forbids it. When you are an Overman/woman, you are the dictator of your own destiny; no one else does other than you. Thus, if you find yourself unemployed after being fired, then your destiny has been changed by someone other than yourself (unless you have decided to quit).
The same thing goes for your landlord if you live in a rented apartment. They can choose, if they want, to leave you without a place to live in, and because that living quarters does not legally belong to you, you cannot resist this legally-backed decision. Perhaps you can try and convince them why you are a worthy resident, but beyond that it is beyond your control.
And of course, if you are not an adult, and unless you are not obligated to attend school, you cannot disobey your teachers if you wish to succeed or to avoid being expelled. Should you be expelled by your autonomous behavior, then your chances of having a job would significantly decrease since many workplaces and universities demand a graduation diploma. Of course, this is your decision in that regard, but you cannot alter the "destiny" dictated by the institution -- only choose whether to follow or to ignore its importance in your life's future.
Thus, in order to become an Overman/woman, you must be an adult, be your own boss, live in a liberal society, and have your own property to live in. If you do not have at least one of those, you will not have the autonomy worthy of an Overman. That is quite ironic, as the philosopher behind the idea envisioned it to be universal. It all shows us that freedom indeed has its price.
Some people have the "audacity" to disregard completely external thought, but is that truly a wise thing to do? I guess that depends on whether or not your thoughts and actions have the probability of having you shamed on a national, if not international, scale. Freedom of thought is indeed allowed in liberal democracies, but their negative consequences are not prevented by said regimes; there's nothing bad about it, until you make your environment hostile towards you.
In other words, we can say that the concept of Nietzsche's "Overman" is impractical because its premise, that "I can do whatever I want and I am the dictator of my own destiny," is heavily influenced by whether or not external forces or authorities will get in the way. For example, a single North Korean cannot overcome Kim Jong Un, a renting resident cannot rebel against their landlord if they wish to avoid living on the streets, and an average employee cannot disobey their boss if they want to keep their job.
Not only do our actions have consequences from destiny-altering forces that are beyond our control, but our entire liberties are not from us, but from others. If you wish to become some kind of an Overman, whose actions determine your destiny and not those of others, you must live in some kind of a bubble, some kind of isolation, where there will be far less authority to stand in your way and to overcome you (pun intended).
Being an Overman means overcoming not only yourself, but others as well. And since you alone are not as strong against them, you can at best just isolate yourself from the world, and become self-employed if you so desire.
Whatever your desires are, a society that isn't completely equal in its hierarchy cannot allow you to become a completely independent man or woman without negative implications; implications that might as well threaten your chances of having the next meal and sleeping in the same bed.