This is one odd book. I had a real difficult time getting into it, but once I did, it had me hooked.
It's hard to tell exactly what's going on because it's told from the perspective of a mental patient. But just like Marge Piercy's Woman on the Edge of Time, the reader is invited to imagine that the fantasies of the madman/woman are actually an alternate universe. Except in Lessing's novel, which alternate universe we're referring to is unclear, since there seem to be several of them, or at least, the protagonist has travelled through several of them before the narrative begins.
Very different novel than The Fifth Child, and even than Memoirs of a Survivor, which employs a similar technique of unexplained reality, but to a lesser extent than this novel. Once you figure out what's going on, it gets interesting.