Sophie Amundsen is fourteen years old when the book begins, living in Norway. She begins a strange correspondence course in philosophy. Every day, a letter comes to her mailbox that contains a few questions and then later in the day a package comes with some typed pages describing the ideas of a philosopher who dealt with the issues raised by the questions. Although at first she does not know, later on Sophie learns that Alberto Knox is the name of the philosopher who is teaching her. He sends her packages via his dog Hermes. Alberto first tells Sophie that philosophy is extremely relevant to life and that if we do not question and ponder our very existence we are not really living. Then he proceeds to go through the history of western philosophy. Alberto teaches Sophie about the ancient myths that people had in the days before they tried to come up with natural explanations for the processes in the world. Then she learns about the natural philosophers who were concerned with change. Next Alberto describes Democritus and the theory of indivisible atoms underlying all of nature as well as the concept of fate.
At the same time as she takes the philosophy course, Sophie receives a strange postcard sent to Hilde Møller Knag, care of Sophie. The postcard is from Hilde's father and wishes Hilde happy birthday. Sophie is confused, and moreso when she finds a scarf with Hilde's name on it. She does not know what is happening but she is sure that Hilde and the philosophy course must somehow be connected. She learns about Socrates, who was wise enough to know that he knew nothing. Then Alberto sends her a video that shows him in present day Athens and somehow he seems to go back in time to ancient Athens. She learns about Plato and his world of ideas and then about Aristotle, who critiqued Plato, classified much of the natural world, and founded logic and our theory of concepts.
Then, as Sophie's education continues, the Hilde situation begins to get more complicated. She finds many more postcards to Hilde, and some of them are even dated on June 15, the day of Sophie will turn 15. The problem is that June 15 is still over a month away. She discovers some of this with her best friend Joanna, and one of the postcards tells Hilde that one day she will meet Sophie and also mentions Joanna. Strange things are happening that the girls cannot figure out. Sophie's relationship with her mother becomes somewhat strained as she tries both to cover up the correspondence with Alberto and to practice her philosophical thinking on her mom. Meanwhile, Alberto teaches Sophie about Jesus and the meeting of Indo-European and Semitic culture. She learns about St. Augustine, St. Aquinas, and the christianization of Greek philosophy that occurred in the Middle Ages. By this time, Sophie has met Alberto and he begins hinting that the philosophy is about to get extremely relevant to the strange things that are happening to her.
Sophie learns about the focus on humanity in the Renaissance and the extremes of the Baroque and then Alberto focuses on some key philosophers. Urgently, he teaches her about Descartes, who doubted, and by doing so knew at least that he could doubt. They move on to Spinoza as it becomes clear that Hilde's father has some awesome power over them. Then Sophie learns about the empiricists. Locke believed in natural rights and that everything we know is gained from experience. Hume, an important influence on Kant, showed that our actions are guided by feelings and warned against making laws based upon our experiences. But Berkeley is most important to Sophie because he suggested that perhaps our entire lives were inside the mind of God. And Alberto says that their lives are inside the mind of Albert Knag, Hilde's father.
At this point the story switches to Hilde's point of view. On June 15, the day she turns fifteen, Hilde receives a birthday gift from her father entitled Sophie's World. She begins to read and is enthralled. We follow the rest of Sophie's story from Hilde's perspective. Hilde becomes certain that Sophie exists, that she is not just a character in a book. Alberto has a plan to escape Albert Knag's mind, and they must finish the philosophy course before that can happen. He teaches Sophie about the Enlightenment and its humane values and about Kant and his unification of empiricist and rationalist thought. Things in Sophie's life have become completely insane but she and Alberto know they must figure out a way to do something. It will have to occur on the night of June 15, when Hilde's father returns home. They learn about the world spirit of Romanticism, Hegel's dialectical view of history, and Kierkegaard's belief that the individual's existence is primary. Meanwhile, Hilde plans a surprise for her father on his return home. They rush through Marx, Darwin, Freud, and Sartre, desperate to come up with a plan to escape even though everything they do is known by Hilde's father. Then at the end of Sophie's World, the book that Hilde is reading, while at a party for Sophie on June 15, Alberto and Sophie disappear. Hilde's father comes home and they talk about the book, and Hilde is sure that Sophie exists somewhere. Meanwhile, Sophie and Alberto have a new existence as spirit—they have escaped from Albert Knag's mind but they are invisible to other people and can walk right through them. Sophie wants to try to interfere in the world of Hilde and her father, and at the end of the book she is learning how to do so.