Peter Jenkins, strictly speaking, isn't actually a character in Conrad's Fate, but he is the hero of a series of boys' books that inspire and fascinate young Conrad as a boy. One of the things that starts him really noticing the many changes to the reality around him that seem to happen at random intervals in the town of Stallchester is the fact that one day he notices that many of the titles of Peter Jenkins books seem to have changed. Peter Jenkins and the Football Formula had totally disappeared, and there was a new title, Peter Jenkins and the Magic Golfer at right about the same place on the shelf. A book Conrad had already read, The Headmaster's Secret, wasn't there either, but had been replaced by Peter Jenkins and the Hidden Horror, which was nearly the same as The Headmaster's Secret, but with vampire bats instead of zombies in the cupboard, things like that.
One good thing about the series -- when his Uncle Alfred sends him off to his first job, he tells Conrad to use the name Grant instead of his own surname Tesdinic. It's kind of strange at first, but Conrad feels sort of good about it -- it's a kind of an alias, like Peter Jenkins would use in one of his adventures.
Such are the rewards of great literature.