First things first, how gorgeous is that opening shot of Hell? I'm trying to figure out whether it's one giant dead thing or a pastiche of many dead things. Or if it's constructed like the prison in Jonathan Lethem's short story The Hardened Criminals, where all the prisoners with life sentences are molded into bricks and made part of the prison wall.
Anyhow, it's up to Morpheus to figure that out. He's just been handed the keys to the kingdom. I wonder how he'll deal with ruling over actual beings instead of just their imaginations?
ON THE LINGERING DEMONS
First, let's talk about Breschau of Livonia, who actually cries at the thought of being forced out of Hell. Breschau, and all the other lingerers, tell us something interesting: could it be that some beings actually want to remain in Hell? In some ways Breschau seems like the serial killer who wants to be caught, for only once he is caught and punished does his crime actually go recognized as his own. Breschau has had 1100 years of undivided attention as he brags about his misdeeds. He's about to lose it all, to lose his central sense of self: that he is an evil being, therefore he finds belonging in a domain to house evil beings. Where will he go next? Where can he go next? As Lucifer says, no one remembers Breschau. Livonia is gone. He is powerless and now he is alone.
The three strange demons are funny: we are shown that the closest friendships are forged in Hell. In this case, quite literally.
Mazikeen teaches us that love exists, even in Hell.
So where will they actually go?
It's interesting that it almost seems as though Lucifer was placed in charge of some deranged cult. Anyone of them could leave at any time, but they are sustained in their belief that they belong there, that Lucifer is their jailer. As they're all slaves to trangressing what they believe to be morality, will that morality change? Will they return to what they were before they came to Hell? One would certainly imagine not, as everything changes over time. How many will find that the sins they are self-flagellating for are no longer sins (sodomites, abortionists, etc)?
The only universal truth is the passage of time. And time changes everything.
IMPORTANT THINGS TO NOTE
Pay attention to Lucifer's list of possible occupations. If memory serves, he does in fact do all of them in subsequent issues.
Look at the image below. Doesn't that look a bit like Morpheus with his head is chopped off? Methinks Gaiman doth foreshadow:
Very Silly Things
1. In which Sandman indulges in a particularly silly sci-fi cliché:
2. In which we observe Dream go through the many stages of constipation: