Soldier of the Mist by Gene Wolfe

Gene Wolfe has turned to the fantastic historical world of Greece, in 479 B.C., when the gods walked the Earth. Latro, a mercenary soldier from the north, has suffered a head wound in battle and has been separated from his compatriots. He has not only lost the memory of who he is and where he is from, he has also lost the ability to remember from day to day and must live out of context in an eternal present, every day rediscovering the shreds of his identity and the nature of the world around him, aided only by a written record that he attempts to continue daily and must read every morning.

But in recompense for his unhappy condition Latro has received the ability to see and converse with invisible beings, all the gods and goddesses, ghosts and demons and werewolves, who inhabit the land and affect the lives of others, all unseen. Everyone knows that supernatural creatures are constantly around them and sometimes, under special circumstances, can perceive them—but Latro is now constantly able to penetrate the veil of the supernatural, which is both a triumph and a danger.