All of these are novels. In my 20s I felt guilty and frivolous for reading fiction, but eventually I realized I could learn a lot more walking in a protagonist's shoes than I could reading self help etc.
'My Struggle' by knausgard. Lengthy but worth it, even if you only read book 1. On face it's just the angst of some middle class writer, but following him into the recesses of his own introspection is really something.
The borderlands trilogy, Cormac McCarthy. This guy tackles major existential questions in his fairly simple (but dark) stories. it'd help to have basic grasp of Spanish for these books
And maybe my favorite book, Lullabies for little criminals by Heather O'Neill. It's about a little girl who's being raised by a junky and is coerced into prostitution. Obviously a very dark premise, but the way the protagonist experiences it made me think a lot about resilience, relative hardship,etc.