Anyway, now that I'm finished with it, I can officially tell you how much I loved it! I have never actually read any comics before, and it took a little while for me to get used to the format, but once I did it was great. Neil Gaiman has this remarkable ability to combine different types of stories, and different types of characters, that seem like they could never fit together; yet somehow they all blend perfectly into the Sandman universe. He mixes is own characters with references to other comics, myths and deities from all over the world (everyone from Cain and Able, to the Three Fates, to Bast, to Oberon and Titania, and a plethora of others in between), the supernatural, alternate universes, actual historical events, and the lives of everyday people. It all fits in such a way that it seems to, somehow, make our world make more sense.
I loved the way Sandman was able to take these infinitely powerful, immortal beings (The Endless) and make them feel like people you could relate to. They each had their own issues and flaws; Dream has serious problems with relationships, Destruction found his job unfulfilling and decided to be an artist instead, and well...Delirium was pretty much nothing but issues and that somehow made her completely irresistible. Also, I found the general dysfunction within their family to be very endearing. It turns out you can live for all of eternity and still never learn how to get along with your family.
A word of warning though, for anyone who wants to read them, the introductions should definitely come with spoiler alerts, particularly in The Kindly Ones. So yeah, save the intros for last.
Who could not love her?