Lost is the title of the book, and lost is how I felt through a large portion of reading it. The main character, Winnie, is a writer who travels to London to visit a cousin and to try and get inspiration and motivation for her current writing project. When she arrives at her cousin's home he's not there, and the book is partly about figuring out what's happened to him, and about the strange things happening in his building.
In addition to the main plot, there's a second story being told (printed in italics). At the beginning, we're led to believe it's Winnie's novel-in-progress, but as the story progresses our understanding of this second story changes, which adds to the confusion factor.
The conversations among different characters added to my confusion. Sometimes characters would say mean things to each other that I thought were serious, but they were in jest, and sometimes the opposite happened.
Finally, a caution for readers who picked this book up because they liked Wicked: this is not Wicked. While there are a lot of mentions of Dickens' Christmas Carol and Peter Pan, this is not a retelling (like Wicked) of a well-known tale.