His Dark Materials is a trilogy of books written by Philip Pullman.
The series is partly set in a universe parallel to and similar to our own. The first and most immediate difference, and the difference adored most by self-indulgent fangirls, is that everyone has a dæmon, which is a sort of visible extension of the soul, and takes animal form (although the dæmon of one Master of Jordan College is recorded as having been in the form of a human woman). When you are a child, your dæmon can change form at will, but once you hit puberty, it settles, and chooses one form. Said form will typically say something important about your nature — servants often have dog dæmons.
Other differences between that world and this are that the Church has greater power, that there are talking bears, the panserbjørne that live in the Arctic, and that there are long-lived witches. Technology in this world is rather steampunkish.
Northern Lights/The Golden Compass
The main character of the first book, Northern Lights, is Lyra Belacqua, a young girl, intelligent but somewhat given to lying. Lyra is given an important instrument — the aleithiometer — by the Master of Jordan College, where she has lived most of her life, and sent to live with the beautiful and frightening Mrs Coulter.
Northern Lights was made into a film named The Golden Compass, which is also the name given to the American printing of the book. As usual, the movieverse is considered separate from the bookverse.
The Subtle Knife
The second book introduces us to Will Parry, a boy who lives in our world. He discovers a portal to Cittagazze, a city in another world, and meets Lyra, who has travelled there following the events of Northern Lights.
The Amber Spyglass
The third book is the one in which, essentially, we find out what's really happening. Lyra and Will are separated — Lyra with Mrs Coulter, who is drugging her to keep her from the Magisterium (the Church, essentially) and Will in Cittagazze, talking with two angels.
The rest of the plot is rather too complicated and spoilerriffic to go into here. Suffice it to say that the trilogy is excellent. For a detailed description of the plot, see the Wikipedia Page
His Dark Materials and the PPC
Minis from HDM are mini-panserbjørne.
Canonically, when it comes to dæmons, people from worlds without visible ones can see them upon entering Lyra's world, and this holds true for PPC agents. Agent Teek was not able to see hers, but this was due to a malfunctioning disguise generator; since the malfunction isn't currently life-threatening or causing problems, it will probably not be rectified. The only other agents known to enter the HDM universe so far, Ian and Lee, were able to see their dæmons, who knew their own names.