After the multi-arc storylines present in the previous book The Dolls' House, I was not ready for this volume because it was vastly different from what I was getting accustomed to for this series. Instead of a continuation to the major plotlines, Dream Country was an anthology of short stories instead. There is not much to say about this volume because I frankly did not enjoy it in my first reading.
Gradually, I did begin to appreciate the content, especially with Gaiman's delightful take on the Shakespearean story A Midsummer Night's Dream which won the World Fantasy Award. It was only when I started reading the analyses of this particular story in The Sandman Papers that I eventually liked the entirety of what it has to offer so I re-read it several times since and each time I would find a new layer of meaning. For this story, there are a lot of symbols and parodies written in the peculiar structure itself.
The only story I thoroughly enjoyed in this volume even in the first reading was that of Calliope, a Greek muse who was imprisoned by a struggling writer and was rescued by Dream (Morpheus) himself in the end (and she turned out to an ex-spouse). Death's appearance in Façade was remarkable though short, a story that dealt with a former superheroine's mortality (or actual lack thereof, considering her powers). A Dream of a Thousand Cats was almost forgettable, a Planet-of-the-Apes-esque story where cats dreamed that they could rule the world.
This volume might prove to be a distraction from the actual major storyline that readers are more excited to read. Nevertheless, Dream Country was insightful in itself, especially the bonus material where Gaiman's writing process and correspondence with his collaborator/artist were sampled and explored. I would not advise to skip this volume, especially since Shakespeare and Calliope will be appearing again in other volumes.
*This volume deserves another read, particularly A Midsummer Night's Dream.