Composition No. 1 by Marc Saporta was the first-ever do-it-yourself or interactive novel. It was published in French in 1962, and an English translation followed a year later. The novel came in a box, as a set of looseleaf pages. Readers were instructed to "shuffle them like a deck of cards" before reading, so that chance would decide the order of events in the narrative.
image source: Newsweek - Oct 28, 1963
In 2011, Visual Editions came out with an elegantly boxed new edition of the work (available on Amazon). As well as an iPad version of it that automatically shuffles the pages.
The story is a flimsy wisp of a thing, really no more than a jumble of fragments. The setting is Paris during the German occupation. The central character is little glimpsed and never named. He has a mistress called Dagmar, a depressed wife (I think) called Marianne, and a young German au pair whom he rapes during the course of the novel, before being injured in a serious car accident.
Coe noted that the British Library had two copies of the original novel, "both, I'm sorry to say, diligently bound by over-zealous librarians (though at least each copy has the pages bound in a different order)."