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Notes -
There are two senses in which it may be easy, I can see why you would object to the second one I'll describe.
The first: that it doesn't require any special degree of status or societal power, is something I am quite confident in, and just saying this was the purpose of my comment (but of course I said more than that and invited people to discuss beyond that point). If you disagree with my particular suggestion of what creating your own values entails, I think you'd still agree that it's largely mental work which requires nothing more than clear thinking, research and effort.
I could have stopped at "is it merely a cognitive act(?).." to make the above point, but I went on because grasping at a specific definition is more interesting even if it brings me into territory I am less confident in. I think there is a sense in which creating your own values could be said to be easy even though it's only 'easy' in the sense that the hard won epistemological lessons of the enlightenment are 'easy'. That is to say, very easy to state, easy enough that a madman would think it sufficient to shout it in the marketplace or for us to feel shock at how ignorant the past was, but extremely difficult to discover in the first place, work out the implications of, and follow through consistently (e.g Nietzsche criticising atheists for barely even realising the implications of their position). A lot hinges on definition, there's a question as to whether creating your own values starts at the point of adopting a truly nihilistic perspective and rejecting all transcendental sources of value or whether it requires going above and beyond Nietzsche and actually developing a successful competitor to modern morality (the latter would be quite hard I admit). Can you create your own values and just do a bad job at it, or does actually doing it in the first place require some genius?
The Bible wasn't written by philosophers or nihilists, the difficulty of the method used to produce it doesn't set the bar for other methods. A single man in a single lifetime is the minimum bar for a philosopher deriving values from what he sees as transcendantal sources, a single conversation can cast doubt on the ancient superstitions of Athens. As far as I can tell Nietzsche didn't set it any higher for nihilists.
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