This is all I think you need to know about that work to understand the tie-ins in "Endless Dreams."
The main character in The Sandman is, well, The Sandman aka Dream (aka, Morpheus). He is the embodiment of dream and is responsible for the dream world. Dream is one of the Endless. Gods & goddesses come and go, but the Endless remain - they are the enduring motifs of the universe. The Endless are (in no particular order) Destiny, Death, Dream, Destruction, Delirium (formerly known as “Delight”), Despair, and Desire. In their own realms, the wishes of each Endless is paramount, but they are not omnipotent.
Note: Quoted text in the following descriptions is from The Sandman(vol 4): Season of Mists.
Destruction: I can’t say much about him, but I like him. He has a dog named Barnabas. :) He likes to hang with us humans and fancies himself an artist. He has a very balanced view of things - namely, that destruction leads to creation and change. However, he has given up his ‘Endless’ responsibilities. People and things are still created & destroyed even though he’s not ‘running it’ anymore. Destruction says we can (and do) make our own destruction; it’s not his responsibility and not his fault...at least, not anymore.
“Never a possession, always the possessor, ...Desire is everything you have ever wanted. Whoever you are. Everything.” Desire is a creature of the moment. If Desire were female I’d say she could be quite the bitch; if Desire were male, I’d say he was an ass...but Desire is neither female or male, so you pick which epithet you prefer. ;)
“Despair is Desire’s sister and twin. It is said that scattered through Despair’s domain are a multitude of tiny windows...Each window looks out onto a different scene, being in our world, a mirror...you will look into a mirror and feel the eyes of Despair upon you, feel her hook catch and snag your heart. Despair says little, and is patient.” 'Nuff said, right?
“Delirium is the youngest of the Endless. Her realm is close, and can be visited; however, human minds were not made to comprehend her domain, and those few who have made the journey have been incapable of reporting back more than the tiniest fragments.”
Destiny is the oldest of the Endless; he has a big book & within the big book is written...everything. :) [And if you thought Ian was cryptic, try having a conversation with Destiny.]
Of all the Endless, Death is the one who seems ‘to have it together’. She’s smart & sassy & very caring...perhaps because of her unique view of mortality. Long ago, Dream heard that “one day in every century Death takes on mortal flesh, better to comprehend what the lives she takes must feel like, to taste the bitter tang of mortality: that this is the price she must pay for being the divider of the living from all that has gone before, all that must come after.”
Dream “permits himself few friends” but he is close to his elder sister, Death. He can be prideful, but also quite honorable. He can be vengeful, but also quite kind. He is a conundrum. :) “Of all the Endless, save perhaps Destiny, he is the most conscious of his responsibilities, the most meticulous in their execution.”
As to physical descriptions of the Endless: “[W]e perceive but aspects of the Endless, as we see the light glinting from one tiny facet of some huge and flawlessly cut precious stone.” [Italics are mine.] With that in mind, I included descriptions, as necessary to the story, when our intrepid characters come across the Endless.
The Endless are a family -brothers and sisters- and as any family, they have their family squabbles -most notable is the, um, rivalry(?) between Desire and Dream (usually involving Desire interfering in Dream’s affairs...and that really makes Dream angry).
Perhaps the most important thing I can tell you about the Endless is what Dream himself said about them:
“We of the Endless are the servants of the living–we are NOT their masters. WE exist because they know, deep in their hearts, that we exist.
When the last living thing has left this universe, then our task will be done.
And we do not manipulate them.
If anything, they manipulate us.
We are their toys.”
--from The Sandman (vol 2): The Doll’s House