Would the second person "advice" books count? My first thought was about The Beginner's Guide to Running Away, but the more popular Dragons Love Tacos falls into this category. That may not be quite what you're looking for, but these books present themselves as advice to a reader in a way that highlights that there's an audience reading the book. (There's always an audience, but the book doesn't always talk directly to that audience.)
And, of course, the classic The Monster at the End of This Book, which is still ridiculously fun to read to a young child.