Anything can happen. We are free. The beginning of the story is our windfall.
So why is do we feel an urge to continue reading rather than to throw the book aside and live that freedom? Probably because we prefer the illusion of freedom, the possibility of freedom rather than the real thing. We read to enjoy the specific story that replaces the vertigo of infinite freedom. As with a horror movie, we aren’t really horrified. Horror is only the playful withdrawal of a guaranteed safety. And narrative is the guarantee. With a novel, we know we have a circumscribed adventure before us.
Yet that narrative also makes our freedom come true for a moment, even if it is only an illusion. The open future may contain infinite possibilities but it never seems to happen for real. Consumed by habit, we lose contact with our freedom. Reading, or watching a film, reminds us of possibility even as it is removed. And in that reminder, it comes true. The obscure attraction of a book or a film might be, then, the pleasure of contact with possibility and relief in its withdrawal.
Update: I just noticed this -- this is my 1000th post! Wooohoo... that's a milestone, I suppose.