What you need to know before you start: There are seven beings that aren't gods. Who existed before humanity dreamed of gods and will exist after the last god is dead. They are called The Endless. They are embodiments of (in order of age) Destiny, Death, Dream, Destruction, Desire, Despair and Delirium.
Dream of the Endless: ah there's a conundrum.
In this aspect (and we perceive but aspects of the Endless, as we see the light glinting from one tiny facet of some huge and flawlessly cut precious stone), he is rake-thin, with skin the color of falling snow.
Dream accumulates names to himself like others make friends; but he permits himself few friends.
If he is closest to anyone, it is to his elder sister, whom he sees but rarely.
...
Of all the Endless, save perhaps Destiny, he is most conscious of his responsibilities, the most meticulous in their execution.
Dream casts a human shadow, when it occurs to him to do so.
- Excerpt from Season of Mists: a prologue
Dream, Morpheus, Dream Shaper, Oneiros, Kai'ckul, J'Onn, Lord of Dreams,

I would never have expected Sandman to have come
out of an American comics publisher, the homes of the bland
SuperDuperHero. But then Neil Gaiman is a product of the Old World,
England to be precise.
The comic has had several different drawers,
and I find the drawings from good to irritatingly ``naivé'' and/or
mediocre in their styles (in places one might argue that this is
probably intended, but other places I se no function but distraction
from the story line). But Gaiman's most often brilliant
stories save the day in almost all cases. As you understand I'm not
always entirely happy with him, but the good is so good you can easily
forgive him when he grows tedious and boring. I think the best single
story is ``Tales in the sand'' which
opens the book ``A Dolls House''. If I were to apply some of the
literary analysis they tried to teach me in high-school I'd say it's
so good because... It is a good story well told. It shares several
characteristics with a classic fairy tale. For one it's nested, the
story starts with a storyteller telling a tale, one of the characters
of which then tell a tale. The most famous example of this probably
the classical Arab tale ``1001 nights''. Then it's opening words are
the same as it's closing words making it cyclical, something often
found in stories that describe life's cycles, last widely seen in
Disney's ``The Lion King'' (tho I didn't particularly like that - I
think). The talking animals is another thing (not that this is
altogether uncommon in Sandman). ... Additionaly the text of the story
is completely self contained (or at least with some trivial
exceptions), the drawings illustrate, they do not tell the story. It
is also a story of how things came to be like they are, why the weaver
bird is brown, why the tribe lives like it does, something it shares
with many fairie-tales and stories from the folklore of most contries.
Of course Gaiman would know more of story telling than I and must have
designed it that way :-)

Mike Cheng has a Sandman page containing links to lots of Sandman as well as Gaiman material and trivia, a must for all Sandman fans.
And Jerome P. McDonough has a page where he has put all references he's found to ``dreams''.
Since discovering Sandman I have been looking for other comic book convers with Gaiman's name on them. I have found `Black Orchid', which is ok, and has good artwork, and there is `The Books of Magic'. - the first book of which is probably the best comic I've ever read. The story sucked me in (is there a more - dignified - word for this? :-), and the artwork is definitly on par with the story. The later books were not authored by Neil, but are still good reads.