Sorrows, by Donna Fernstrom

At the beginning of Sorrows, Jay awakens in an alley  in terrible pain from hunger and sensory overload.  He stumbles to his feet and finds himself stalking a homeless man.  Then  a van screaches to a halt and he’s thrown inside where a warm donor feeds him.
This is his introduction to Vampire society.  Worlds filled with vampires, donors, shapeshifting trackers and even mages await him.  Jay has a LOT to learn and he’s not very happy about it.
Jays last “normal” memory is walking home alone after a gig with his band.  Then he woke up in a horrific warehouse where he was imprisoned and tortured  by a crazed vampire serial killer named Malachi.
Jays experiences in the warehouse are told as flashbacks.  Jay suffers PTSD as a result of his experiences, and he is terrified of everything  at first.  He has been rescued by a Law Enforcement team that has been tracking Malachi.  Jay decides he wants to join them so he begins his training in how to live in his new world.
Sorrows is a well-written  book and once I got into the story a bit I began to enjoy following  Jay’s introduction  into a life he didn’t choose,  but has to accept.  The story is told from Jays perspective  with flashbacks and lots of interior dialog.  It was a little hard to follow the story at first because there’s a large cast of characters and a lot of world-building going on.  Throughout  all this, the story is compelling  and the author does a good job handling the complex  plot.  I’d classify this book as urban fantasy with a large serving of horror.  Sorrows is an apt title since almost all  the characters  have  more than their share of them.
Sorrows is Book 1 of the Rogue Saga in the World walkers Universe Series.  I received a free review copy of the book.