The Dream-Quest of Unknown Kadath by H.P. Lovecraft
Randolph Carter keeps dreaming of a beautiful unknown city which he is aching to visit. After begging the gods to show him the way and receiving no answer, he sets out on a dream-quest to find it. The priests tell him that nobody knows where the city is and that the journey will kill him, but Randolph Carter is not deterred. His quest takes him through fantastic and mostly dangerous places where he meets strange friends and enemies. All the while he can tell that the gods who don’t belong to Earth are trying to stop him from discovering Unknown Kadath.