The only Choose Your Own Adventure book I had was "Inside UFO 54-40". The objective was to reach the paradise planet called Ultima Thule. Looking through all the pages in the book, there was a page for Ultima Thule, but working backwards there didn't seem to be any page "linking" to it. I assumed it must have been a "bug" (I'd had several low budget paperbacks with missing pages or other assembly errors by that time), but only found out relatively recently that it was actually a "feature": "As the series progressed, both Packard and Montgomery experimented with the gamebook format, sometimes introducing unexpected twists such as endless page loops or trick endings. Examples include the 'paradise planet' ending in Inside UFO 54-40, which can only be reached by cheating or turning to the wrong page by accident"[0].
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In Fighting Fantasy books, you could sometimes get to secret locations this way: the book is asking you at some point to do simple arithmetic on a number gained from an earlier encounter, and jump there, without an explicit link to the page.
So that's where the name Ultima Thule [1] came from! I remember this book, and I remember stumbling upon the ending and coming to the same conclusion: The only way to get there is to break out of the storyline imposed by the author. A nice sophisticated bit of meta-narrative there.
[1] https://www.nytimes.com/interactive/2018/12/31/science/new-h...
Ultima Thule was classic/medieval Latin name for a supposed place beyond the northern borders of the known world.
From time to time the name was used to refer to Norway, Iceland or Greenland but no real place is really consistent with all the stories that were told about it. The historian Polybius refers to Pythea "telling us also about Thule, those regions in which there was no longer any proper land nor sea nor air, but a sort of mixture of all three of the consistency of a jellyfish in which one can neither walk nor sail, holding everything together, so to speak."
Some Nazis also thought it was the mythical origin place of the Aryan race and there's been some fuss made about that, but Nazis thought (and think) a lot of stupid stuff.
The CYOA book was just making reference to this mythology.