One thing that always stuck out to me about the book is the introduction of certain editions. The author writes about himself researching the history of the country the story takes place in and describes it as real, saying he took his son to a museum with Inigo's sword and everything.
I was Googling furiously when I read it because I was so confused. I was astounded that the place (and people) was "real". It took a bit of research to find that the author just does this bit and hasn't let it go since he wrote the book
I'm still so charmed that he tricked me. It made reading the book that much sillier, for me
I had a teacher that worked for the publisher and talked about how they'd have a series of responses for people who wrote in for the part of the book where the author says he wrote his own fanfiction scene and to write in if you wanted it.
Like maybe the first time you write in they'd respond that they couldn't provide it because they were fighting the Morgenstern estate over IP release to provide the material, etc.
So people never would get the pages, but could have gotten a number of different replies furthering the illusion.
Frank Zappa has an album called Francesco Zappa. On the back of the sleeve, Frank describes finding out about a distant relative who composed and played music during the 18th century. After telling some friends about it, I got to thinking that Frank had invented another character (á la Ruben and the Jets), because that's the kind of thing he would do, and felt very foolish for repeating this information uncritically.
Years later I looked the album up on Wikipedia, and it turns out Francesco Zappa was a real musician in the 18th century (who was not actually directly related to Frank).