This is How You Lose the Time War by Amal El-Mohtar and Piranesi by Susanna Clarke.

In both cases, I had no idea what was going on and realized I just had to go with it and see what happens. Both of them were totally worth sticking with. Non-linear, unique, weird and ultimately satisfying.

Honorable mention to The Raven Tower by Ann Leckie because it’s the only book I’ve ever read that is narrated by a rock!