The Magicians by Lev Grossman

Quentin Coldwater is brilliant but miserable. Obsessed with the fantasy novels he read as a child, he finds the real world just doesn't compare. Then one day it happens: he stumbles unexpectedly into a hidden world and is invited to join a very exclusive college, where he will learn the secrets of magic. But something is still missing. And now Quentin will do anything to find what he's always been looking for.