This was a great adaptation of complicated story. I went into it without having read the comics except for the first volume, and I was concerned about whether it would be hard to keep track of, but it wasn't difficult and flowed nicely.
I love the unabashed enthusiasm with which this story embraces massive, existential-level human themes, as you might suspect upon learning that the main character is the Lord of Dreams himself. There are a lot of fantasy series out there, but I rarely come across stories with such reverence for, well, the power of dreams - of stories - themselves. I tended to think I was alone in being a dreamer, but as this story shows, that clearly isn't true.
A few things to keep in mind:
This is a fantasy series, so if you generally don't tend to like fantasy because you want things to feel like the real world, you probably won't like this series very much. On the other hand, if you love abstractions and find yourself at home with worlds that earnestly allow material existence to intersect with the landscape of human thought and feeling, you will probably love "The Sandman."
Following that, this is not a series about fantasy battles. This is a series about concepts and about characters who exist on many levels beyond the physical.
Finally, while the adaptation is good and the story is not hard to follow, it is one of those shows where you need to pay attention. If you're doing multiple things at once, you'll miss details. If this means watching the series only one or two episodes at a time instead of binging it, I think it's worth it to understand.
"The Sandman" has a grim and gritty exterior. There are definite horror elements, as well as significant violence, so that's something to keep in mind if you are concerned about encountering that content. But not very far underneath, "The Sandman" is a beautiful work with a warm, hopeful heart. I'm rating it five stars not because it's perfect for everyone - no story is - but because it's such a compelling, needed story.