"The Last Unicorn" by Peter S. Beagle

This book felt like what you'd get if Neil Gaiman and C. S. Lewis co-wrote a novel.  It's sometimes eerie and dark, sometimes just weird and funny, sometimes heartwarming, and always off-kilter, but with deeper meaning below the surface.
It has a fairly simple storyline: the last unicorn learns she is the last unicorn and sets out to find out what happened to the rest of her kind.  She meets bad guys and good guys and mediocre guys.  She has adventures.  She gets in and out of dangerous situation...