The Pilgrim's Progress from This World to That Which is to Come: Delivered Under the Similitude of a Dream, by John Bunyan

Christian carries a burden on his back that he cannot remove, and in the City of Destruction, everyone he loves tells him he's a fool for wanting to leave. When a book reveals his doomed state, he begins running toward a gate he's never seen, chased by the arrows of divine judgment. What follows is an adventure as gripping as any road novel: a journey through a landscape where characters have names like Worldly Wiseman, Giant Despair, and Talkative, where the Slough of Despond threatens to swallow you whole, and where the only way forward is through. Bunyan wrote this during twelve years in a Bedford jail for preaching without a license, and the urgency of a man who knows what it costs to hold to his faith pulses through every page. This is not a dry allegory but a living nightmare and a triumphant dream, a story about what it costs to keep moving toward a city you've never seen when everyone around you says the road is foolish. Four centuries later, it remains the English language's most powerful meditation on why we keep going when quitting would be so much easier.