The short story that chills and thrills me. The Clown Puppet by Thomas Ligotti.

In such a world as this, we can wonder what horrors are in store, but we might not need to look too far for my favorite human-loathing author Ligotti shows us a universe that is dysphoric and nihilistic, one that is fascinatingly revealed in the story of The Clown Puppet, where the protagonist receives certain visitations from a puppet clown at different junctures in his life. None of these strange encounters is every very revealing, instead they seem to be both banal and utterly absurd in their marked propensity to undermine any meaning whatsoever. The protagonist is working in a medicine shop one night when the clown suddenly appears handing him a small book, a passport - the passport of his boss, Ivan Vizniak. This intrusion surprises him because he had never thought that anyone else would become a part of the visitation. The puppet floats before him with its dead eyes hollowed out of some hellish mind, bound to strings that vanish in a blur above it in the ceiling where some invisible puppeteer of the abyss hides, withdrawn in his dark object-hood, while the clown puppet like some sensuous artifact of wood and string dances on the hollow thoughts of a mad god. Just as protagonist is about to lose his mind and do something rash, the puppet turns its head toward the back of the store where a curtain covers a small store room. The puppet moves off in that direction just as the proprietor who has been sleeping above raps his knuckles on the front door of the shop. The protagonist startled opens the door letting in the old proprietor, Vizniak. Vizniak wanders around in a stupor pointing to the ceiling and reddish-glow that myst-like hovers over everything and says, "The Light... the light" The protagonist unsure if the visitation is over or not trys his best to get Vizniak to return to his room, but the old man refuses and seeks out the bathroom behind the curtain at the rear of the store. After a while the protagonist realized that Vizniak is not coming back. He'd always assumed that he was alone, that he'd been singled out, "cultivated for some special fate. But after Mr. Vizniak disappeared behind the curtained doorway I realized how wrong I had been".
He reflects on this, saying,
"Who knows how many others there were who might say that existence consisted of nothing but the most outrageous nonsense, a nonsense that had nothing unique about it at all and had nothing behind it or beyond it but except more and more nonsense - a new order of nonsense, perhaps an utterly unknown nonsense, but all of it nonsense and nothing but nonsense"