• “This is magnificent—and it is true!  It never happened; yet it is still true.  What magic art is this?” (75; the real Puck)
• “Things need not have happened to be true.  Tales and dreams are the shadow-truths that will endure when mere facts are dust and ashes, and forgot.” (83; Morpheus)
• “Mythologies take longer to die than people believe.  They linger on in a kind of dream country that affects all of you.” (109; Death)
• “Each mind creates and inhabits its own world; and each world is but a tiny part of that totality that is the Dreaming . . . ” (volume 2, 196)
• “the ordered chaos of the Dreaming” (volume 2, 208)

If you feel like a lot of the references in Sandman to other comics, other works of literature, and other mythologies are passing you by, here‘s a very useful set of page-by-page, panel-by-panel, reference-by-reference annotations.  Definitely worth a look, even if you’re a Sandman veteran.