They by Robert A. Heinlein

They by Robert A. Heinlein (Unknown, April 1941) opens with a man in an asylum playing chess with Hayward, one of his doctors. During their conversation the man offers a strongly solipsistic worldview—that the reality he experiences is an artificial construct that “they” have put in place to stop him remembering what he is:

“It is a play intended to divert me, to occupy my mind and confuse me, to keep me so busy with details that I will not have time to think about the meaning. You are all in it, every one of you.” He shook his finger in the doctor’s face. “Most of them may be helpless automatons, but you’re not. You are one of the conspirators. You’ve been sent in as a troubleshooter to try to force me to go back to playing the role assigned to me!”
He saw that the doctor was waiting for him to quiet down.
“Take it easy,” Hayward finally managed to say. “Maybe it is all a conspiracy, but why do you think that you have been singled out for special attention? Maybe it is a joke on all of us. Why couldn’t I be one of the victims as well as yourself?”
“Got you!” He pointed a long finger at Hayward. “That is the essence of the plot. All of these creatures have been set up to look like me in order to prevent me from realizing that I was the center of the arrangements. But I have noticed the key fact, the mathematically inescapable fact, that I am unique. Here am I, sitting on the inside. The world extends outward from me. I am the center—”  pp. 18-19 (The Dark Mind, edited by Damon Knight, 1965)

We also hear the man’s various observations about the meaningless of life, that “human striving is about as rational as the blind dartings of a moth against a light bulb,” and about his problems in having any meaningful relationship or interaction with other humans, etc.
Eventually, after about twenty pages of this, Hayward arranges for the man’s wife to see him. Afterwards (spoiler) she reports to other individuals (Dr Hayward is apparently “The Glaroon”; another is the “First for Manipulation”). They discuss running an improved “sequence”, improving the quality of the reality they are using to deceive him, and a Treaty by which they are bound.
This is an interesting piece, and an atypical one for the time, but the ending is a bit of a let-down.
** (Average). 5,900 words.