 His first book, titled "Parnassians", appeared in 1924.It was a collection of essays on the works of H. G. Wells, George Bernard Shaw, Gilbert Keith Chesterton and Thomas Hardy.When one of Sethna’s well-wishers sent a copy of the book to Wells, the latter is reported to have commented, “the young man will go far.”

As a College student, Sethna started reading books on Hatha Yoga and Raja Yoga and especially the works of Swami Vivekananda.