The first book that changed my life was "The Second Sex" by Simone De Beauvoir. Is not an easy book to read, with many philosophical and historical references, but it really shaped me. It changed my perception of women and also my awareness as a man.
Another thing that changed my life was not a book by a record. It's not the same thing, I know, but I must name it because I was influenced more by its literary part (the lyrics) than by its music. The album is "The Lamb Lies Down On Broadway" by Genesis.