it doesn't have to be your favorite book or anything. It can be any book that you find yourself thinking of with a sense of pride for having read it.
Personally, I am really proud of myself for not DNFing A Little Life and pushing forward. I read a very good chunk of that book with tears running down my face--mind you, I was reading it on my phone during lectures for the entirety of my first semester last year--and I was always on the verge of putting it down just because of the horrible content. Also, it was pretty long; too long, actually. So when I was done, I was simultaneously Heartbroken, broken (just like in general), and relieved. It was truly a feat.
An honorable mention is A Tale of Two Cities by Charles Dickens, because I swear to God I did not understand a single thing about it even 10 chapters in. Charles Dickens is too much.
Lord Jim by Joseph Conrad. It was just so difficult to read, especially at the beginning. But I really liked it so I'm glad I got through it. Plus my sister didn't manage to finish it and she's way better-read than me, so I can feel better than her in this one thing! From time to time I think about re-reading but I'm a bit reluctant to go through the beginning again.