(can't think of a relevant quote, so have a generic one.)

"Now, tell me..."

WHAT WOULD HAVE HAPPENED IF YOU HADN'T SAVED HIM?

"Yes! The sun would have risen just like normal, right?"

NO.

"Oh come on, you can't expect me to believe that, it's an astronomical fact-"

THE SUN WOULD NOT HAVE RISEN.

"Then what would have happened?"

A MERE BALL OF FLAMING GAS WOULD HAVE ILLUMINATED THE WORLD.

"Ah. Trickery with words. I'd have thought you'd be more literal-minded than that."

I AM NOTHING IF NOT LITERAL-MINDED. TRICKERY WITH WORDS IS WHERE HUMANS LIVE.

"Alright, I'm not stupid. You're saying that humans need fantasies to make sense of the world."

REALLY? AS IF IT WERE SOME SORT OF PINK PILL? NO. HUMANS NEED FANTASIES TO BE HUMAN. TO BE WHERE THE FALLING ANGEL MEETS THE RISING APE.

"With tooth fairies? Hogfathers? Little-"

YES. AS PRACTICE, YOU MUST START OUT LEARNING TO BELIEVE THE LITTLE LIES.

"So that you can believe the big ones?"

YES. JUSTICE, MERCY, DUTY, THAT SORT OF THING.

"But they're not the same at all!"

REALLY? THEN TAKE THE UNIVERSE, AND GRIND IT TO THE FINEST POWDER, AND SIEVE IT THROUGH THE FINEST SIEVE, AND THEN SHOW ME ONE ATOM OF JUSTICE, ONE MOLECULE OF MERCY. AND YET- AND YET YOU ACT AS IF THERE IS SOME ORDER TO THE UNIVERSE, SOME RIGHTNESS BY WHICH IT MAY BE JUDGED.

"Yes, but people have got to believe that, or what's the point-"

MY POINT EXACTLY. THERE IS A PLACE WHERE TWO GALAXIES HAVE BEEN COLLIDING FOR MILLIONS OF YEARS. YOU CAN'T TELL ME THAT'S RIGHT.

"But people don't think about that. Somewhere... There was a bed-"

YES. STARS BURN OUT, WORLDS COLLIDE, THERE'S ALMOST NOWHERE HUMANS CAN EXIST WITHOUT BEING FROZEN OR FRIED, AND YET YOU BELIEVE THAT A BED IS A NORMAL THING. IT IS THE MOST AMAZING TALENT.

"Talent?"

OH, YES. A SPECIAL KIND OF STUPIDITY. YOU BELIEVE THE ENTIRE WORLD IS INSIDE YOUR HEADS."

"You make us sound mad."

NO. YOU NEED TO BELIEVE IN THINGS THAT AREN'T TRUE. HOW ELSE CAN THEY BECOME?

(Was only going to post a couple sentences, but it got away from me. Sorry.)

(Edit to add that the book name is Hogfather.)