A book that is conscious of its own existence?  Not only is that possible, but there's more than one of them.

Tic Tac Tome: The Autonomous Tic Tac Toe Playing Book not only knows your next move as you play a game with it, but when asked in the introduction if it's aware of its own existence, the book asserts its consciousness and then eerily tells the reader that the real question is whether the reader truly exists or is merely a manifestation of its paper-based imagination.  With every round of the game, the reader feels increasingly certain of the book's sentience.

The Young Wizard's Hexopedia reads the mind of its reader throughout, again and again predicting the reader's very next thought or opinion about the information.  In the first chapter the book divines whether or not the reader has begun reading in lieu of a pressing responsibility.  

Clive Barker's demon-narrated novel Mister B. Gone, which increasingly damns the reader's soul with every word read, begs its reader to close its pages and knows if the reader is still there.  The demon explains that this book will do the reader harm beyond description unless the reader does as asked and simply stops reading.  The book can tell whether the reader has trusted the demon and stopped reading.

More subtly, but of special interest to literary critics, in Tom Robbins' Even Cowgirls Get the Blues, the omniscient narrator weaves the reader's consciousness into the novel's by craftily using first-person plural pronouns to transform monologues into dialogues, thus uniting author and reader.  As one analyst has noted, "Suddenly the omniscient narrator reads the mind of the reader, moving beyond the limits of the facade of so-called reality and reminding readers that they too are part of the illusion of truth that a story pretends.  The alienation from the text as truth keeps them aware of the illusion.  The reader colludes with the writer/narrator in the success of the fiction" (Tom Robbins: A Critical Companion).