Years ago, I bought a paperback book that I did not realize was part one of three parts. It ended, not in mid-sentence, exactly, but in suspenseful mid-events that left me exasperated with the author. I only knew the name of the next volume. Had never heard of the author, at the time. Of course, it was the first volume of the "Lord of the Rings" trilogy that had entranced my imagination.
There is this relatively new book out by Gene Wolfe entitled: "The Knight." I have read about half of it and it has turned out to be one of those books you wish could go on forever. I know this is the first of a series.
One would think one would learn, wouldn't one?