While the Books of Sorrow are very interesting and complex, my favorite lore is from the Vex. The one about some scientists who captured a Goblin and looked in its mind. They found that the Vex had created a simulation of the entire universe in which they were able to communicate with the simulated versions of themselves. Their simulated versions of themselves also captured a Vex and talked to that Vex's simulated version of those simulations. Mind bendy.