The only high fantasy I have ever enjoyed is LOTR, but I very much love the feeling of acclimating to different realities and learning the rules. Some of my favorites that fit the bill:
Neverwhere
The Library At Mount Char
The Hike
Comfort Me With Apples
The Shining
by stormbutton
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Either the Night Circus or Starless Sea by Erin Morgenstern.