Before I read the description I thought I was going to say Grapes of Wraith, which I HATE haha but really I think the first book that ever made me feel in love with reading was when I was really young and either Ella Enchanted or the Jedi Apprentice Star Wars books. I remember finishing both and feeling, like, "wow, there are things that can really affect me."

As a teenager, I know it's a little cringe now, but Looking For Alaska had the feel you describe. And as an adult, I'd say Infinite Jest. I devoured that book and when I finished I'll never forget the longing I felt at the end. I've been searching for that feeling ever since.