"There is no such thing as moral phenomena, but only a moral interpretation of phenomena"
― Friedrich Nietzsche, Beyond Good and Evil.

"На свете нет моральных явлений, есть только моральные истолкования явлений"

What do these words mean to you? What was Friedrich trying to say?
So answering there questions, I'd start with 3 main concepts here: PHENOMENON, MORAL and INTERPRETATION.

What is phenomenon (явление)? In my understanding Phenomena is something that can be felt, seen, tasted or heard... something that happens with us. Easy?) MORAL is something a bit more abstract and complicated. For me Moral is when something corresponds to some commonly agreed standarts of so called Good. And the last concept is INTERPRETATION. It's what we actually think about some event, some action, etc., making our judgement though some prisms that we have.

We observe everything in this world, every action, every happening through some prism. Through our knowledge, through our upbringing, through our standards... and then we judge! We interpret smth as good or bad, moral or immoral, we stick lables on it.

But do others actually have the same experience as we do? the same opportunities? the same upbringing, love and care? the same mind and thoughts? the same aims? the same education?

Who told, that OTHERS MUST behave in a way comfortable and convenient to us? (but that's another story)

So actually, what Nietzsche is saying, is that only the exact person considers smth to be moral or immoral, good or bad.... that consideration is based upon the person's interpretation of facts, and the interpretation is grounded on lots of factors, usually from the childhood, lots of circumstances that inclined us to one or another side..

I would call that a Mindset! Usually people live according to it, unconsciously following the programs, that were implanted to their mind not by themselves, but by somebody else...
and that is what I would call UNCONSCIOUS LIVING... just swimming in the flow...

But actually it CAN become CONSCIOUS, when you start asking yourself the right questions, and searching for the deep answers...

And that's only a little part of the story, triggered by Nietzsche, Friedrich Niezsche.