Empathetic perspective-taking is one of the main psychological mechanisms behind audiences’ engagement with narrative (Coplan 2004; Eder 2006). What happens, however, when a story confronts with a character whose emotions, motivations, and beliefs we fail to understand? This paper examines the phenomenon of “unreadable minds” (Abbott 2008) from a transmedial perspective: how do audiences relate to a character who defies all attempts at making sense of his or her identity despite being the main focus of a narrative? My case studies - the novel American Psycho (1991) by Bret Easton Ellis and the video game Hotline Miami (Dennaton Games 2012) - foreground two such characters: by calling attention to the opaqueness of their protagonists, they heighten the audiences’ interest in - and puzzlement at - their identity. In my comparative analysis I explore two dimensions that contribute to audiences’ sense of unknowability of the protagonists: the hallucinations and delusions experienced by both characters (an instance of what Bernaerts  calls “narrative delirium”); and their extreme violence, which raises unanswered ethical questions. While bringing out the continuities between American Psycho and Hotline Miami, I also highlight how the interactivity of Hotline Miami makes the central paradox of relating to an unknowable character even more salient for the audience. In this way, I show that the video game medium has reached a level of interpretive complexity that can stand the comparison with literary fiction.