Meta: ISFDB. This novelette appeared first in Galaxy, March 1967, edited by Frederik Pohl. It was nominated for the Nebula in 1968. I’ve read it in The Doors of His Face, the Lamps of His Mouth and Other Stories, my review here.
The Zelazny stereotypical smoking hero climbs the highest mountain of the known universe reaching over the atmosphere into the stars. There he finds mystical creatures made of energy turning into something real towards the end. The physical and philosophical obstacles of climbing are nicely embedded in an action adventure full of poetry.