This is something that's hard to put into words, and for all I know this might be something totally normal. However I've not seen many people talking about this before.
When I read a fiction novel, I see the world and the characters in my mind, albeit undefined (I couldn't really describe what they look like). The words on the page barely register and instead just flow into my head, and as a result I am, as far as I know, a pretty quick reader; but oddly limited to fiction. Subtitles in movies have a similar effect in that I almost feel like I'm hearing them speaking in English, and as a result I find it very difficult to learn other languages through subtitled works.
My partner thinks my inability to read first-person fiction is because I am wholly certain of who I am, and therefore unable to imagine myself as someone else. That's not to say that I cannot empathise with characters or other people, but I don't "put myself in their shoes" when I try to imagine their situation. I can enjoy a romance without imagining myself as one of the characters. I don't place myself as a character in a story, but I can imagine myself in that world.
I have tried time and again to read fiction written from a first-person perspective but I find it slow, my imagination doesn't seem to work well, I get annoyed, and I drop the book. The quality of the writing doesn't matter in the slightest, and this has happened repeatedly over the past 10 years or so, from when I first became aware of what it was that was causing me to fail to read these books.
There are certain authors whose works really get my imagination going, such as Terry Pratchett, Neil Gaiman, Douglas Adams, John Scalzi, J.R.R. Tolkien, and Alexandre Dumas, to name a few. John Scalzi is an interesting case-study, of those, because he has written novels in both third and first-person; and despite my love for his writing, I cannot get into the ones written in the first-person perspective.
On some level I must admit that I find the first-person style of writing in fiction quite annoying. It feels like I'm reading a blog article, rather than someone telling me a story. Perhaps this feeling is a symptom of my inability to get into those books.
These days I actively avoid buying first-person novels; it is, in fact, the first thing I check after I read the blurb. I turn to page 1, and if it's in first-person, it goes back on the shelf. Although this has caught me out before when a friend recommended me a book that transitioned from third-person to first-person about a quarter of the way into the book. I tried to persevere, but ultimately it ended up on that pile of failures along with the rest of them.