The book that Anna reads in bed is the 1994 Penguin Books edition of "The Turn of the Screw" by Henry James, on which this movie is based.
In the film's beginning, when the headmaster is about to enter Anna's classroom, there is a painting outside that is a version of Edvard Munch's "The Scream". "The Scream" is often thought of as representative of someone screaming, but modern thought is that it is actually someone hearing a scream. Either way, it is a combination of agony, "a gust of melancholy" (as recorded in Munch's diary), alienation, and the abnormal, and one that could "only have been painted by a madman," as has been revealed by infrared imaging of the painting, in Munch's handwriting. All of these are themes in Henry James's original novella, "The Turn of the Screw", and as filtered through this interpretation.