Endless Nights provides standalone stories for each of Dream’s siblings, and Death: The High Cost of Living focuses on Dream’s popular sister.
The Sandman: Overture is a beautiful prequel that explains why Dream was weak enough to be captured, but it contains spoilers and is best enjoyed after the main series. The Sandman
While it is tempting to read chronologically, most experts and Gaiman himself recommend starting with the original 1989 release. Endless Nights provides standalone stories for each of