Too many too choose from, I'd have to say either Withershins or the Lusty Argonian maid.
Both sparked similar reactions. "Hahah-WUT." o_o
Edit: I just thought a another one I remembered reading written by the funniest wood elf in Tamriel,
How many Orcs does it take to light a torch? Depends, is an Orc doing the counting?
I can't remember what the text was called, but it had a few amusing cheeky stabs at the other races.
I really did like Immortal Blood. I read it after I finished the quest relating to him in Skyrim, so the whole thing was a bit tragic and doomed from the beginning. Definitely enjoyed that experince.
Anncestors and the Dunmer was also really fascinating, but I never finished it.
Varieties of Faith
The lusty argonian maid
Darkest Darkness
But the greatest of them all is one little three-paged book that upon opening made me laugh like a madman:
ABC's for Barbarians
We can't bring it back, ancient wisdom is lost, and atlantis must emerge, as it sank.
The Woodcutter's Wife, Beggar, Warrior, King, Thief, The Rear Guard, Night Falls on Sentinel, Legend of Krately House, Kolb & the Dragon, A Game at Dinner, A Dance in Fire 1-7, The Cake and The Diamond, The Cabin in the Woods, Argonian Account 1-4, and Ulfr's Book.
This was actually TESO's most recent developer question, did anyone notice? I thought that was great.
Huzzah!
"[...] for the lives of gods are not what mortals think and matters that weigh only years to mortals weigh on gods forever." The Tribunal Temple, Nerevar at Red Mountain
Find the S'wit:
ESO PC-NA: @Avron | Legends: nosoundcomes
Kolb and the Dragon- This was the first choose your own adventure story I had read in over 20 years. I thought it was great fun. Went through it until I did them all, just like elementary school!
The Red Kitchen Reader- I always wondered if it was meant to be a cannibal feast that the author partook of. Also, did the player get to find this place in Oblivion? I have only played Skyrim.
A Dance In Fire and Argonian Account- I think these two are my ultimate favorites, though. The main character is relatable and likeable. I look forward to an eventual third book about Decumus in Elsweyr.