…But Zarathustra escaped from prison and also from attempts to murder him. He lived to fight many battles against the forces of evil, battles where he pitched his magic powers against the powers of evil sorcerers. Later he became the archetype of the wizard, with a tall hat, cloak of stars and an eagle on his shoulder. Zarathustra was a dangerous, somewhat disconcerting figure, prepared to fight fire with fire.
He led his followers to secluded grottoes, hidden in the forests. There in underground caverns he initiated them. He wanted to provide them with the supernatural powers needed to fight the good fight….
Zarathustra prepared his followers to face Ahriman’s demons, or Asuras, by terrifying initiation ordeals. He who fears death, he said, is already dead.
It was recorded by Menippus, the Greek philosopher of the third century [B.C.E.], who had been initiated by the Mithraic successors of Zarathustra, that, after a period of fasting, mortification and mental exercises performed in solitude, the candidate would be forced to swim across water, then pass through fire and ice. He would be cast into a snake pit, and cut across the chest by a sword, so that blood would flow.
By experiencing the outer limits of fear, the initiate was prepared for the worst that could happen, both in life and after death.
— The Secret History of the World, Chapter 10
Author’s emphases are in italic. Mine are in bold.