As a long-time ready of science fiction, I've encountered various stories over the years that touch on some deep questions. Mostly they just do so as part of telling an interesting story, but sometimes such stories can spark thoughts in readers. If you like to read fiction, these are some possibilities.
Having a human experience:
The Reality Matrix by John Dalmas has characters discovering the reality behind the scripted apparent world.
The Scroll of Man by John Dalmas is another version of a world with a deeper reality, plus reincarnation over extended periods by spiritual beings who enter the world.
The Playmasters by John Dalmas and Rod Martin is another variation on the video game universe model.
The Lantern of God by John Dalmas, in the Regiment (Great Annihilation) universe, is another variation on having a human experience.
Other Dalmas books of interest:
The Second Coming by John Dalmas
The Varkaus Conspiracy by John Dalmas
The Walkaway Clause by John Dalmas
Reincarnation:
The Regiment series by John Dalmas (The Regiment / The White Regiment / The Kalif's War / The Regiment's War / The Three-Cornered War) shows how different attitudes toward death might be in a culture where reincarnation is deeply known, plus one book in the series has a very interesting matrix for character types (psychological model).
The Nevyn series by Katharine Kerr features characters reincarnated several times.
The story "Last Enemy" by H. Beam Piper deals with a culture in which reincarnation is scientific fact, but there are major battles between those who believe a person can stay discarnate and choose their next body and those who believe that the discarnate spirit is drawn immediately to the closest available upcoming birth.
Lord of Light by Roger Zelazny has a culture with machinery able to control reincarnations.
Time:
The short story "Time and Time Again " by H. Beam Piper deals with questions of branching time, memory, and identity.
The story "The Morphology of the Kirkham Wreck" by Hilbert Schenck.
Myth/story as reality:
The Harold Shea series (The Complete Compleat Enchanter and several different groupings of stories) by L. Sprague de Camp & Fletcher Pratt
Pyramid Scheme and Pyramid Power by Eric Flint & Dave Freer
Thursday Next series (The Eyre Affair, Lost in a Good Book, etc.) by Jasper Fforde
The Number of the Beast by Robert A. Heinlein
Group minds:
Childhood's End by Arthur C. Clarke
"With Friends Like These . . ." by Alan Dean Foster
The Ultimate Invader by Eric Frank Russell
Interesting Gods:
The Five Gods series by Lois McMaster Bujold: The Curse of Chalion, Paladin of Souls, The Hallowed Hunt, Penric's Demon, Penric and the Shaman, Penric's Fox, Penric's Mission, Mira's Last Dance, The Prisoner of Limnos, & The Orphans of Raspay.
The Man of His Word series by Dave Duncan: Magic Casement, Faery Lands Forlorn, Perilous Seas, Emperor and Clown.
The Seventh Sword series by Dave Duncan: The Reluctant Swordsman, The Coming of Wisdom, The Destiny of the Sword, The Death of Nnanji.
The War God series by David Weber: Oath of Swords, The War God's Own, Wind Rider's Oath, War Maid's Choice, The Sword of the South. One of the books has one of the best descriptions of a multiverse-wide struggle of good vs. evil I've ever read.
Other:
Beyond This Horizon by Robert A. Heinlein
Stranger in a Strange Land by Robert A. Heinlein
The WebMage series by Kelly McCullough: WebMage, Cybermancy, Codespell, MythOS, and Spellcrash.
Transmigration by J. T. McIntosh
Cloud Chamber by Howard L. Myers
The Kensho series by Dennis Schmidt: Way-Farer, Kensho, Satori, and Wanderer.
Time and Again by Clifford D. Simak
Maybe:
The Stardroppers by John Brunner
Several books by Jeffrey A. Carver.
The Childe Cycle (AKA Dorsai series or Splinter Colonies) by Gordon R. Dickson.
The unfinished Tale of the Five series by Diane Duane: The Door Into Fire, The Door Into Shadow, The Door Into Sunset.
The Riverworld series by Philip Jose Farmer
The World of Tiers series by Philip Jose Farmer
The Dune series by Frank Herbert
The Deryni series by Katherine Kurtz
The Great Time Machine Hoax by Keith Laumer
An Unexpected Apprentice & A Forthcoming Wizard by Jody Lynn Nye
Time to Live by John Rackham
The Grand Central Arena series (Grand Central Arena, Spheres of Influence, Challenges of the Deeps, and sequels to come) by Ryk E. Spoor
The World of Null-A, The Players of Null-A, & Null-A Three by A. E. van Vogt