I had no idea what to expect, not having read The Sandman, but I personally was glued to my chair. It's a combination of being very impressed, sometimes appalled even a little uncomfortable but, wow! I don't think it will be everyone's cup of tea, but these days, few things are for everyone. The sexual undertones are there, but not a central theme, which was excellent. So many shows tend to drown out great writing and acting due to over-sexualization.
Hoping for a second season!