Notes From Underground - Fyodor Dostoevsky, 1864, English: 1918. The first existentialist novel? I would advise a reader of this book to get a good translation. Mine came with footnotes at the back, and a good introduction.
This book is very much of its time and culture, unless you're a philosophy buff. I'm not. Philosophy is a mild interest, that's why I can only give you a layman's opinion. I first became interested in this book because I enjoyed the disclaimer the "underground man" character leaves on the first page -- it was featured in American Psycho, which I read about 3-4 years ago.
Even philosophy students or those who have more a clue on metaphysics than I do may struggle with the historical and cultural references made throughout the first chapter, which consists one a huge ramble. It's an interesting character, one you'd really have to study.
The novel was written in reply to a philospher's maxim etc, as they all tend to disagree with each other and prove the other wrong, or to develop on what one has said. I thought this would be a good introduction to philosophy in literature format, what I didn't realise was that I would be constantly turning to the back of the book to look up Russian and historical references such as battles Atilla the Hun fought, as well as an onslaught of French phrases and movements.
It reminded me of the film Russian Ark (understood about as much as the context in this), at least that was accessible (I should say enjoyable, really..) due to the splendid, surreal visuals. To conclude: existential novel that also requires historical knowledge, rather than an insight into the realm of philosophic writing.