The Wheel of Time books, by author James Oliver Rigney Jr. under his pen name Robert Jordan, take place in a fictional world that includes the past and future. The series starts with the news that servants of the Dark One, an all-encompassing evil being, are looking for a man who is said to be the Dragon reborn.
According to a prophecy, this man will have the power to control both good and evil, and the first book follows him on his journey with other characters.
From there, the other books continue with the same mythos, and readers are introduced to new characters and storylines while some of them converge. It’s not unlike Game of Thrones in that regard.
There’s an ensemble of characters, and the TV version of The Wheel of Time will be the same way with a large cast.