Status Updates From If on a Winter's Night a Tr...

I would like to be able to write a book that is only an incipit, that maintains for its whole duration the potentiality of the beginning, the expectation still not focused on an object. But how could such a book be constructed? Would it break off after the first paragraph? Would the preliminaries be prolonged indefinitely? Would it set the beginning of one tale inside another, as in the Arabian Nights?