Li’s prose in Must I Go is hard to fault. The grain of every sentence feels measured, each word jealously dispensed. Nonetheless, the novel can be hard going. Not all readers will have the patience to piece together the shards of Lilia’s life in the hope that they will form a coherent whole. The major problem with the book is that while Lilia is good company — spiky, morbid, dispassionate, droll — her former flame, whose diaries must be trawled through, is far less interesting. In the end, it’s a hurdle the novel never quite clears.