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Perhaps as part of a trilogy, or even a pair, of books I would have been satisfied with this. But as the stand-alone novel that it is (to my knowledge), it leaves far too many loose ends dancing in the wind -- In fact, for all the questions raised, I have yet to think of a single one that was ever answered with anything other than more questions. This is to be expected in regards to the more philosophical aspects of the book, but unfortunately it applies even more so to the plot itself.
Never the less, I did find the book extremely interesting, if as much for the style in which it was written as for the plot. Though the story unfolds from the point of view of an effectively omnicient being known as the Lady of Pain, who occasionally interrupts the story to expound on her own cynical opinions about life and the universe, her account focusses closely on the thoughts and actions of a self-important man called the Amnesian Hero. The transitions back to the first-person rantings of the Lady after spending long periods in the third-person eyes of the Amnesian Hero are sometimes rather jarring, as are the occasional switches between past and present tense, but overall the technique works surprisingly well.
Let us return to the plot. The book begins with the arrival of the Amnesian Hero in the Lady's city, Sigil, where she immediately recognizes him for a "Hunter" (don't bother wondering what that means, you'll never find out). He's there because he believes the God Zeus has charged him with the task of delivering a "gift" to the Lady of Pain, and that he'll regain his memories if he does so. Unsure where in the city to find her, he consults the locals; this presents a bit of a problem for him though, as it's quickly concluded that he must be insane to believe such things.
Though he narrowly avoids getting locked in an asylum, he and the gradually accumulated supporting cast (a homocidal maniac, a priest that works with the inmates at the asylum, a centaur who believes the multiverse to be a figment of his imagination, and a demon obssessed with keeping maps) can't avoid being trapped in a vast network of mazes with a savage beast by the Lady's servants.
Throughout the story, he has encounters with a mysterious woman from his past that the Lady of Pain, in her role as narrator, seems to think was sent by the reader to help him, and flashbacks that reveal his past bit by bit, even as the Lady points out flaws proving them to be false. Though there are many powerful scenes, by the end of this book you understand even less about the story than you did before you started it, leaving it ultimately unsatisfying.
(Written in Dec 1998)