Northern Lights by Philip Pullman (His Dark Materials #1)

When Lyra's friend Roger disappears, she and her dæmon, Pantalaimon, determine to find him.
The ensuing quest leads them to the bleak splendour of the North, where armoured bears rule the ice and witch-queens fly through the frozen skies - and where a team of scientists is conducting experiments too horrible to be spoken about.
Lyra overcomes these strange terrors, only to find something yet more perilous waiting for her - something with consequences which may even reach beyond the Northern Lights...