The Sandman. Preludes & nocturnes

In Preludes and Nocturnes, an occultist attempting to capture Death to bargain for eternal life traps her younger brother Dream instead. Escaped after his seventy-year imprisonment, Dream goes on a quest for his lost objects of power. On his arduous journey he encounters Lucifer, John Constantine, and an all-powerful madman. This book also introduces us to the pragmatic and perky goth girl Death.