We present a detailed study of the phase diagram of the Kitaev-Hubbard chain, that is the Kitaev chain in the presence of a nearest-neighbor density-density interaction, using both analytical techniques as well as DMRG. In the case of a moderate attractive interaction, the model has the same phases as the noninteracting chain, a trivial and a topological phase. For repulsive interactions, the phase diagram is more interesting. Apart from the previously observed topological, incommensurate, and charge density wave phases, we identify the excited state charge density wave phase. In this phase, the ground state resembles an excited state of an ordinary charge density phase, but is lower in energy due to the frustrated nature of the model. We find that the dynamical critical exponent takes the value z similar or equal to 1.8. Interestingly, this phase only appears for even system sizes, and is sensitive to the chemical potential on the edges of the chain. For the topological phase, we present an argument that excludes the presence of a strong zero mode for a large part of the topological phase. For the remaining region, we study the time dependence of the edge magnetization (using the bosonic incarnation of the model). These results further expand the region where a strong zero mode does not occur.