Morris, William. 1894. The Wood Beyond the World. A facsimile of the Kelmscott Press ed. New York: Dover, 1972.
Although Morris was a late-Victorian contemporary of Conan Doyle and Kipling, he affected a 17th Century style of English in this romantic fantasy about a young man driven to a quest by misfortune at home and by visions of a beautiful Lady and her two mismatched servants.
Golden Walter, our Hero, is an honourable and handsome, but common, young man. Cursed at home by an unfaithful wife, he leaves on a trading ship to avoid causing a feud between his father's family and that of his estranged wife. While trading in far lands, he sees visions of the Lady, her beautiful maidservant, and an ugly dwarf, but resists the natural urge to hunt for the source of these visions out of his sense of duty to his father's ship. In the farthest reaches of the empire, he receives word that his attempts to avoid a feud have failed, and that his father has died, so he sets out to return home. Unfortunately, the elements conspire against his honour and drive him into strange heathen lands and the country ruled by the Lady of his visions and the maidservant with whom he falls in love. The novel has a strong episodic structure, with Walter moving (or being moved) from encounter to encounter, meeting all of the usual fairy tale tropes until the typical "happily ever after" ending.
A note on the edition: While many libraries have The Wood Beyond the World, my copy is a photo-facsimile of the Morris's original Kelmscott Press edition, which takes some time to get used to reading for the modern reader, but is very pleasing to the eye.