Oh boy, this is a tough one. Before we can even attempt to formulate an answer, it's important that we know the terms we're using. So, prepare for some breakdowns. I will do my best to "work my way up" from the extant source material we have, to allow the reader the ability to judge for themselves. A fair amont of subjective judgment is in my view a necessity given the state of the source material available. Throughout, I will include useful links to the material of avesta.org, which is a fantastic resource.

###The Avesta

The Avesta is the portion of Zoroastrian scripture written in an obscure Iranian language conventionally called Avestan. Avestan, especially in its archaic form, is by far the oldest Iranian language, with the earliest preserved material dating back to the mid-2nd Milennium BC. It has a fairly high degree of mutual intelligibility with Vedic Sanskrit, but as far as I know no extant Iranian language is thought to be particularly closely related to it. It is in this way very unlike Sanskrit, which is usually thought to be the ancestral language of all modern Indic (or Indo-Aryan) languages - Hindi, Bengali, Gujarati, &c. But I digress.

The Avestan material can be classified into two parts - older, and younger. One section of the material is collected into the Yasna (literally meaning "liturgy"). The bulk of the Old Avestan material is contained in the poetic hymns in strict meter, the Gathas (chapters 28-34, 43-51, 53). 35-42, the "Yasna Yaptanghaiti" are in a dialect identical to the Gathas and presumably similarly old, but in "prose". Most of the rest of the Yasna material (minus a verse here or there) are in "younger Avestan", which since the work of the great 19th-century philologist Martin Haug have been accepted to be separated from the older material by a minimum of centuries.

The next big collection is the Vendidad (or Videvdad), which is a big book of... stuff, that is sometimes kind of weird (see chapter 8: "Funerals and purification, unlawful sex" or chapter 14: "Atoning for the murder of a water-dog") and clearly of a highly mixed age - some of it must be so young as to date no earlier than around the Parthian period (i.e. from around 200 BC to 200 AD), but scholarly orthodoxy (e.g. Boyce) holds that it was mostly fixed at some point prior to the Achaemenid period. Much of it is dedicated to moral guidances, directions on ritual purity, and pseudo-laws. This is said to be the one book out of twenty-one in the canon of the Sasanians that has survived, which really makes you wonder how weird the other twenty were. I tend to take the supposed extensiveness of Avestan material destroyed by Alexander or the Muslims with a very large pinch of salt (especially considering the fair amount of repetition found in extant material).

What must be the bulk of Young Avestan material is found in the Yashts (PDF warning!) which are epic hymns dedicated to individual deities. The introduction contains a brief explanation of how these fit into Zoroastrian theology from an inside perspective, which may be interesting to read to some.

Finally, there is the Khordeh Avesta, which is the prayer book that many Zoroastrians carry with them. It contains mostly material from the rest of the canon.

###Pahlavi Literature

The Pahlavi literature, in Middle Persian, is extensive and diverse enough to be beyond my means (and probably any reader's attention span) to fully explain, and it is perhaps best to look over the index found at www.avesta.org to get an idea of what it contains. It contains some of the straightforward explanations of Zoroastrian cosmology in e.g. the Bundahishn. However, it postdates the Sasanian period, and it is generally questionable to what degree it preserves older tradition - it may only be a small sliver of interpretations and vernacular glosses of scripture that survived the collapse of Sasanian Persia (diversity is suggested by e.g. Arabic accounts of Zoroastrian beliefs). Of course, it is fascinating as a body of religious literature in its own right, but less relevant to our purposes here.

###Zoroaster and the Gathas

Virtually all studies of the origins of Zoroastrianism stands on the shoulders of the great philologist Martin Haug. Haug identified the Gathas as the holiest scripture of contemporary Zoroastrianism, and realized that they were written, as I noted above, in a much older (centuries, at least) dialect than much of the older variant (Being a 19th century German linguist, he was obviously more quantitative and specific about these relationships than I will try to be here). Drawing up a chronology, he found the traditional dating of Zoroaster as a contemporary of Cyrus the Great to be implausible, and proposed instead that Zoroaster must have lived in the 2nd milennium BC. Haug's theological "insights" were, shall we say, less impressive, and I won't go into them here.

It goes without saying that it is not actually possible to prove that a prehistoric prophet personally composed the Gathas - one problem with the type of pastoral society the Gathas are set in is the lack of geographic identifiers. We do at least however have the prophet identified as Spitama Zarathustra, i.e., Zarathustra of the Spitaman clan, and other names associated with his family. Moreover, we can present the usual arguments - their preservation in a peculiar metric form, the unlikelihood of a movement springing from nowhere, the distinct literary style, consistent theology, the abscence of certain elements of later societies (most famously, iron)... and the fact that the author helpfully identifies himself:

Y 43.7 As the holy one I recognized thee, Mazda Ahura, when Good Purpose came to me and asked me: "Who art thou? to whom dost thou belong? By what signs wilt thou appoint the days for questioning about thy possessions and thyself?"

Y 8 Then I said to him: "To the first (question), Zarathushtra am I, a true foe to the Liar, to the utmost of my power, but a powerful support would I be to the Righteous, that I may attain the future things of the infinite Dominion, according as I praise and sing thee, O Mazda.

Now, when one sets out to read the Gathas, it is important to understand one "axiom": there is no clear distinction made between divinities, and the abstract concepts they represent. The late, great Mary Boyce liked this verse as an example [brackets mine]:

Y 31.4. If Asha [righteousness] is to be invoked and Mazda [wisdom] and the other Ahuras [lords] and Ashi [reward] and Armaiti [devotion], do thou seek for me, O Vohu Manah [alt: do thou seek for me by the best purpose], the mighty Dominion, by the increase of which we might vanquish the Lie. [If the meaning of the verse is unclear, it is saying something like: "If we are to invoke the divine, grant us the power to destroy evil"]

Follow up question for @Lcnielsen : Both Christianity and Islam shaped the goals and foreign policy of the empires where they were practiced. Islam tore off a huge chunk of the eastern Roman empire in the name of spreading the religion, and the remaining Byzantine empire and the European states that launched crusades attempted to reconquer the old territories, also for the glory of their respective gods.

Did Zoroastrianism shape the foreign policy of the various Persian empires/dynasties in a similar way? Did practitioners of Zoroastrianism see Roman paganism and Christianity as something they needed to overcome, defend against, etc?