Death is the best of the Endless. In Neil Gaiman's The Sandman, the Endless are anthropomorphic personifications of aspects of consciousness:
the elder three (Destiny, Death, Dream);
the twins (Desire and Despair);
Delirium that was Delight;
the prodigal, Destruction.
My second favorite is Destiny. Death and Destiny are like the Silk Spectre II and the Dr Manhattan of the Endless. (Reference: Alan Moore's Watchmen.)
Because John Milton believed that sin caused death, he personified Death as a shapeless monster begotten on personified Sin by her single parent, Satan. Because Neil Gaiman believes that death defines life, he personifies Death as a beautiful young woman created by the universe. Like John Keats, we are "...half in love with easeful Death..." but with better reason. We have seen her. Anthropomorphic personifications make more sense in Gaiman's eclectic cosmology than in Milton's Biblical cosmology.
Despite being Death, she is cheerful, once or twice addressed as "Little Miss Sunshine." She lightens the mood of gloomy Dream. Because Dream is male and dark, "His Darkness, Morpheus, Lord of the Dreaming," a darker Death, also male, would have been a bad idea.
One of the people collected by Death is a comedienne who makes a joke about the Batman. Because the DC Universe is a very big place, it is easy to forget that for them the Batman is not a fictitional character but a real person, although not quite a public figure because his identity is unknown. Like everyone else, Bruce Wayne attends Morpheus' Wake in the Dreaming.
This comic book dialogue is literature -
Death: Mostly, they aren't too keen to see me. They fear the sunless lands. But they enter your realm each night without fear.
Dream: And I am far more terrible than you, my sister.
-Neil Gaiman, Preludes And Nocturnes, New York, 1995, p. 227.
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