In the (late?) '80s I "played" some books. They were choose-your-own-adventure-like, but with a big caveat: there was a character sheet (within the first few pages, or maybe the inside of the front cover?) where you would track some things that changed through the course of the adventure: HP, spells you knew, maybe AC when you found some gear? Through the book/adventure you would have choices at the end of a page, but some of them would depend on your current state.
They were D&D-like (fantasy adventure), though I can't swear they were by TSR. I do remember pretty vividly spider climb being a spell I used, though....
Any chance this rings a bell for you?