When I was a kid, I always thought of books as a means of escape. Not like a storm cellar you'd run into as the tornado approached—because even though books might be small, they aren't cramped. Picking up a book was more like bounding out the front door into the world, or jumping on a horse or a freight train, or stowing away on a ship. Your life got bigger inside books. Books took you places, to the hideouts of country girls a hundred years ago, to contemporary Burma or the Bronx, where folks were not so different from you and me. They took you deeper than even conversations or friendships could, inside minds and hearts, so that for a little while you could become someone else.

Like most girls and women, I'm pretty good at being a boy or a man when the book requires. I can go aboard the Pequod with Ishmael and Queequeg in Moby-Dick or down the Mississippi River with Huck and Jim. Yet too many books seem to suggest not only that it's boys and men who have adventures, but that they're the only ones who can. I'd been told from the time I was 16 that Jack Kerouac's On the Road was a declaration of liberation, but when I read it, the book didn't feel like an invitation to live a spacious, wide-open life. On the contrary, it sent the message that I was one of those disposable refreshments like the "dumb little Mexican wench" the protagonist enjoys and abandons. What that exemplar of the American adventure canon communicated to me was that I was the bit player, not the hero.

Although women's adventure literature hasn't been celebrated nearly as much, there's a feast of it out there if you know where to look, with awe-inspiring visionaries at the center: I'm thinking of the unstoppable Martha Quest in Doris Lessing's novels; Louise Erdrich's stunning, gender-shifting protagonist—nun, wife, priest, healer, lover—in The Last Report on the Miracles at Little No Horse; and Margaret Drabble's brainy women who seek love but also a deeper purpose—a road of their own—in novels like Jerusalem the Golden. Then there are the actual adventurers, like Martha Gellhorn roving Europe during World War II and Patti Smith forging her art in the bohemian corners of New York City and Wilma Mankiller rising to be chief of the Cherokee Nation; not to mention those other women making whole worlds from scratch—see Ursula K. Le Guin and Margaret Atwood.

And then there is Willa Cather, whose 1915 novel, The Song of the Lark, serves up a heroine for the ages: The self-making daughter of a minister, Thea Kronborg is a strong-willed, musically gifted girl raised in a provincial Western town in the 19th century; she somehow gets herself to Chicago at 17 to study piano, thus embarking on the grandest of adventures. She's destined, pulled along by her gifts and her will, not fitting in with her peers but finding mentors, plotting a way forward no one could have imagined for her. A century after its publication, the book is still exhilarating for giving us a girl whose primary purpose in life is creative and who triumphs because of it.

When I walk into a bookstore or a library, I always feel as though I'm in a train station or an airport, with innumerable vessels ready to carry me away. I want to choose one or six of them, I want to go places, I want to travel by book—to an enchanted version of old Denmark with Isak Dinesen or the thorny reaches of contemporary feminism with Roxane Gay. I want to walk the path of a Nicaraguan revolutionary courtesy of Gioconda Belli, or that of a nun or a dancer. The art of being yourself, your most generous, empathic, imaginative self, is fed by experiencing the lives of others. The trains are always leaving the station. You just need to get on board.

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