Joe Dever's Lone Wolf series of "which-way" (or, if you prefer, "choose-your-own-ending") books were part of an efflorescence of such works in the 80s. (The other two most popular series were the Bantam Choose Your Own Adventure books, and the Fighting Fantasy gamebooks from Ian Livingstone and the UK Steve Jackson [not to be confused with the Texan Steve Jackson], both of whom have gone on to stellar careers in digital games).
The basic schema of these books is this: You read a paragraph or two, and at the end are asked to make a decision, and told to turn to one page or another, depending on what you decide. Many are as simple as that, but some have a rudimentary game system, along RPG lines, with character stats, skills, and dice rolls.
This game style is related to text adventures, to solitaire tabletop roleplaying adventures, and "paragraph-system" boardgames such as Eric Goldberg's Tales of the Arabian Nights -- as well as to hypertext fiction -- because all ultimately depend on a network of text passages connected by player decisions, and sometimes with gameplay to open or close connections.
I've argued in the past that game books are important to an understanding of the often complex interaction between game and story, and of the evolution of story-driven games.
It's cool, therefore, that Dever has released a whole series of his books for free download. (Some are also available, in reprint editions, from Mongoose Publishing [who, incidentally, also publish my game Paranoia.])
If you've never experienced this type of game, it's worthwhile to download and play one, to see how they work; this type of game is severely limited, in many ways, and there is, I think, a reason why the genre is no longer commercially successful. And for those who remember the games, there may be a nostalgic appeal, of course.