Latro in the Mist by Gene Wolfe
This omnibus of two acclaimed novels is the story of Latro, a Roman mercenary who was fighting in Greece when he received a head injury that deprived him of his short-term memory but gave him in return the ability to see and converse with the supernatural creatures, the gods and goddesses, who invisibly inhabit the classical landscape. Latro forgets everything when he sleeps. Writing down his experiences every day and reading his journal anew each morning gives him a poignantly tenuous hold on himself, but his story's hold on readers is powerful indeed.