Surreal Choose-Your-Own-Adventure

[Shua]

Creepy, dark, surreal, and/or unexpected... preferably not from the famous children's Choose-Your-Own-Adventure series.

If you have any good ones in mind (even if they don't necessarily fit the bill) don't hesitate to comment!

[Rosa]

Life's Lottery

There are some interesting choices on this list: Adult Choose-Your-Own-Adventure Books

[...cats?]

The short story "A Haunted House is a Wheel Upon Which Some Are Broken" from Growing Things by Paul Tremblay is creepy/melancholy and has a choose-your-own-adventure format