The End of Mr Y by Scarlett Thomas. Synopsis under the cut.

Ariel Manto is fascinated with an obscure nineteenth-century book called The End of Mr. Y, by Thomas Lumas—a book that no one alive has ever read. When she meets Saul Burlem, a professor whose interest in Lumas matches her own and whose knowledge of the book is greater, she signs on for postgraduate work with him in the field of thought experiments. But as soon as Ariel arrives at the university, Saul disappears.
On the way home from work one day, Ariel stumbles into a used bookstore and across the one thing she never expected to find--a copy of The End of Mr. Y. Should she read it? The book is believed to be cursed: Anyone who has ever read it has either disappeared or died. Is that what happened to Saul Burlem? Will Ariel disappear, too? Despite Mr. Y’s sinister history, Ariel’s curiosity proves too great to resist.
What she reads is the ostensibly fictional story of Mr. Y and his detailed instructions on how to enter the "Troposphere," an alternate world where the visitor can travel through time and space by entering other people’s minds and accessing their thoughts and memories. When Ariel uses the instructions to follow in Mr. Y’s footsteps and visit the Troposphere, she discovers a strangely enchanting, strongly addictive world.
But she is quickly attacked by two menacing ex-CIA agents who also know the secrets of the Troposphere, men who are determined to enter her mind and destroy her memories. Shaking off her pursuers with the help of an errant Jesuit priest and a mouse-god named Apollo Smintheus, who becomes her guide and protector on this journey through consciousness, Ariel sets out to find Saul Burlem, who may be the only person left who can save her.
But staying alive means delving deeper into the Troposphere—and if Ariel stays there too long, she may never come out.