The Shadow out of Time by H. P. Lovecraft

H.P. Lovecraft’s classic novella blending science fiction with elements of horror and psychological thriller. Through the experiences of Nathaniel Peaslee, we learn of the extraterrestrial great race of Yith. For eons, the Yithians explored space and time by projecting their consciousnesses into the bodies of beings throughout the universe, in the future and the past.

Sometimes confused as spiritual possession, the Yithians used this body switching technique to amass great knowledge. Switching bodies en masse to avoid destruction, the Yithians travelled to prehistoric earth. While questioning his sanity following episodes of possession, Peaslee discovers clues of the Yithians and their alien enemies.