Modernist authors include Knut Hamsun (whose novel Hunger is considered to be the first modernist novel), Mikhail Bulgakov, T. S. Eliot, Gertrude Stein, H.D., Dylan Thomas, Paul Laurence Dunbar, Ezra Pound, Mina Loy, James Joyce, Hugh MacDiarmid, William Faulkner, Jean Toomer, Ernest Hemingway, Rainer Maria Rilke, Franz Kafka, Robert Musil, Joseph Conrad, Andrei Bely, W. B. Yeats, F. Scott Fitzgerald, Luigi Pirandello, D. H. Lawrence, Katherine Mansfield, Jaroslav Hašek, Samuel Beckett, Menno ter Braak, Marcel Proust, Robert Frost, Boris Pasternak, Djuna Barnes, Patricia Highsmith, Mervyn Peake, Virginia Woolf, among others.
Some of these authors, such as Joyce, I've read and heard, are considered Post-Modern, but you'd have to read up on that to find the distinction.
Conrad, despite the obvious racism as a product of his times, is aparently highly esteemed.
Beckett's Waiting for Godo really shocked me by it's meaning, always a good sign.
Marcel Proust's epic 7 novels are supposedly amazing, I've got the first and read a great deal of it, I extremely loved it, I mean, it said SO much, but I was, and still am, distracted by too much to concentrate on it.
Boris Pasternak's Dr. Zhivago was an amazing read, I never finished it but also for the same reason as Proust, really interesting.
Kafka's the Metamorphosis is a must read!!!
W.B. Yeat's & Robert Frost's Poetry is extremely good, there is some form BOTH authors that will stick with me for the rest of my life.
F. Scott Fitzgerald's The Great Gatsby is as much a must read as Kafka's Metamorphosis.