White Noise, by Don Delillo. It's a great story in general and reading it helped me acknowledge my fear of death and how it affected me.

Edit: oh, and since I don't think anyone else has mentioned them yet ... Riddley Walker by Russell Hoban, and Grendel by John Gardner. Their impact on me was less specific so harder to explain, but they're great books that get mentioned on HN now and then. Another one that kind of blew my mind is The Infernal Desire Machines of Dr. Hoffmann by Angela Carter.