By Hermann Hesse
This book has a mystery and a magic—it's rather like a great German Expressionist painting, with a very dense, dark palette. By day, the protagonist lives as a bourgeois divorcé, but in the night, he becomes what he calls the wolf, free of all social conventions. It was startling to see his two natures battle within him: the animal and the spiritual, the human and the transcendent. I read it as a teenager, and it sort of blew my mind with questions I hadn't pondered before.
A last word: I'd also put one of Hesse's other novels on this list: Siddhartha. It's a great one to pass on, and it paved the way for allegorical books like Paulo Coelho's The Alchemist.