The Sandman series is probably Neil Gaiman's most talked about work, with it's dark fantasy and horror themes.
Volume One tells the tale of how Dream was captured by a mysterious cult, who meant to capture Death and gain immortality. When at last he breaks free, years after the fact, it is to discover that the tools of his trade--a helmet, an amulet, and a bag of sand, have gone missing. Weakened and vulnerable, he must get them back as soon as possible.
The Dream/Morpheus character is only just being established in this volume, and it's quite obvious that there is more to him than this book let's you see. Equally obvious is the fact that the author had not quite settled on what tone he wanted to go for, and each chapter of the book has a very different feel to it--so it feels a bit disconnected.
Most of the book is a McGuffin Get sort of story, where Morpheus goes to various places and talks to various people in order to get his tools back. For me, the best sequence was when he traveled to hell, and we see demons of all shapes and sizes. Morpheus engages in a kind of duel of imagination with the demon who possesses his helmet, and it is as creative as it is unexpected. The weaker part of the story, for me, came in the sudden appearance of the Justice League characters. As a non-DC reader, they really don't mean much to me, and they're just kind of there. Who are they? I haven't the foggiest...
Overall, while not the strongest of stories by any means, it still stands apart from the usual comic book fair, and it's undeniably entertaining. I highly recommend it. 4 stars.