By Gene Wolfe.
Bizarre would be one word to describe this book. "Dream-like" seems to be one that's popular in the Amazon reviews.
This is the story of a pretty mediocre guy going after the girl of his dreams. He (whatever his name actually is; about two thirds of the way through, I suddenly realized that it had not been disclosed) is a rather good furniture salesman, but appears to have no private life at all. When he gets a girlfriend who dumps him after a few days, he becomes obsessed with finding her, and finds himself wandering through the "doors" mentioned in the incomprehensible note she left behind.
The problem is, the doors can be any door, and so he finds himself in another world without even realizing that he's there until he's placed in a mental institution for, uh, alcoholism. Which, from everything that's said, seems to be a non-issue for him. The world is different from the Earth we know in ways that are so obvious and well-known that nobody there bothers to clue him in; the differences are one of those shared cultural assumptions that no one talks about.
A fairly interesting book, I guess. It was certainly quite readable after I started it: there are lots of questions raised and, like some other books I can't be bothered to name at the moment, Wolfe manages to convince you that all the answers are there too, if only you think about it enough. Some are outright handed to you, but others are less obvious.