The only non-sequential access I ever do in novels is for reference material, things like maps, character lists (e.g. Game of Thrones), or glossaries (e.g. Clockwork Orange). Footnotes on paper are sequential-ish, I read the Three Body Problem novels on a Kindle where you tap on a footnote number to get the text in a separate window and there's close or back button to return to the original page. I heard at least one David Foster Wallace novel had some insanely long footnotes that went on for multiple pages and maybe footnotes within footnotes, I don't know how that works on paper or an e-reader in terms of navigation.