The 16th book: #16 Don Quixote
There's a sad undertone to a lot of this book. While the windmills are the famous part of the story, the story is that of a lesser noble who, after reading loads of knightly novels (#9, Amadis of Gaul is mentioned several times) starts to believe he's one, questing to win the heart of his Dulcinea. He is joined by his squire Sancho Panza, a commoner with a simple wit who has decent insight at times, but follows his master's delusions.
As he travels, there are several misunderstandings about this, but for large parts of the book, there are people who are in on the joke and seek to take advantage of Don Quixote, either because he can get them something or, for a large section of the second part, for the amusement of a duke and his household.
It's funny - Sancho's turn as governor is inspired and the various adventures are amazing. It's also cruel, something the book doesn't always acknowledge, but it absolutely makes you think. It sounds cliche, but yes - it does make you think.
When this is cited as one of the first true novels, it's probably because it hits all those spots. It's funny and thoughtful, with a good throughline that builds on each other.