In college I was told to read this, and it scared me too much. Still intrigued, though, and can maybe try it again in the daylight. 
 From the Goodreads description: 
 "Had The Blair Witch Project been a book instead of a film, and had it been written by, say, Nabokov at his most playful, revised by Stephen King at his most cerebral, and typeset by the futurist editors of Blast at their most avant-garde, the result might have been something like House of Leaves."