By now, introducing Neil Gaiman's Sandman should be as completely superfluous as introducing the Batman, but it isn't. People that don't read comics on regular basis are generally unaware of Gaiman's achievements in literature. Blame the mainstream media, and blame Pavlov: they are responsible for conditioning the public to take notice only if something is adapted as a blockbuster motion picture. Then again, maybe it is better this way. The Sandman should feel very personal and shared only with the chosen few. But don't take my word. Just read the first book and decide for yourself. Or, if you have already read it, pat yourself on the back. In any case, I don't feel up to the task to give proper introduction to one of the most profound characters in comics, and I will instead provide you with this link and that link. Enjoy, and sweet dreams!