A Portrait of the Artist as a Young Man (1916)
by James Joyce
If you want to watch the coming of "Modernism" in a specific art form, the Novel is a good first or second choice (Painting being the other obvious choice.) Modernism encompasses different techniques in different disciplines, but in the Novel Modernism largely took the form of the development of "stream of consciousness" narrative. Joyce did not invent the technique- Henry James experimented with it as did Gertrude Stein- both writing before Joyce. But Joyce, in Ulysses, provided the definitive modernist stream-of-consciousness work of art. A Portrait of the Artist as a Young Man is not Ulysses, but it's the second most well known novel by the man who wrote Ulysses and it is a good deal less experimental than Ulysses- breaking away from lengthy interior monologues in stream-of-consciousness form to depict a Dublin that has a recognizable third person narrative form.
Aside from the proto-stream of consciousness form (by the master of the technique) there are themes that evoke the essence of early modernism: a frank questioning of religion and explicit (for the 19-teens) discussions of sexuality. Joyces' "young man" confesses to masturbation and pre marital sex to the local priest, and the book is studded with graphic depictions of the horrors of hell.
I'd like to say I got a lot out of this book- which I've read before mind you, but Joyce is hard to follow- even compared to Stein and James. Also he is writing specifically of Ireland, making the language unusual and sometimes hard to pick up on during a casual reading. Joyce stands at the beginning of the "difficult classic" a period where classic works of literature are thematically complicated and depart from conventional narrative.