Preludes and Nocturnes (The Sandman #1)
Roderick Burgess meant to call upon Death to do his bidding, but instead he got Dream, Death's brother, and imprisoned him in a glass circle for seventy years. Seventy years is a long time, even for an immortal creature, but Dream bided his time and, all over the world, children began to fall into a morbid dream- state that was only broken when, long after Burgess' death, Dream finally escaped. The story is only just beginning, though, for Dream (also known as the Prince of Dreams, or Morpheus, or the Sandman) has lost his tools, which hold his power, and his world is crumbling.
My list of graphic novels to read is about a mile long, and I was pretty sure that League of Extraordinary Gentlemen would be the first one I tackled, but instead it ended up being The Sandman. To make a long story short, I fell madly in love with this book and would very much like to marry it one day... well, anyway, I can't believe it took me this long to get around to reading it. At least two friends highly recommended it.
No Neil Gaiman fan should be allowed to go without reading this- it has a reputation for being more adult in content than his other works, but I don't see it, myself (American Gods was far, far worse).