It's Lonely at the Top.
In another one of her attempts to reform her mopey, aloof little brother, Death convinces Dream to accompany her to the mortal realm, specifically an English tavern in 1389, to "meet them" (meaning humans) because, "it would be good for you to see them on their terms, instead of yours." There they meet Hob Gadling, a man who decides not to die. Dream finds this interesting, so Death grants the wish - she will not take him until he chooses to die. Henceforth, Dream and Hob will meet every hundred years in the same tavern to discuss what the last century has brought, and whether Hob wishes to continue living. But what seems like Death's gift to Hob turns out to be Death's gift to Dream - an immortal friend.
This is a really fun issue of The Sandman although it does drop some hints to future stories in the series, it's essentially a standalone issue. Guest artists Michael Zulli and Steve Parkhouse do a great job with a cross-hatched pencil and ink style that really seems to fit the medieval and renaissance periods of the story, and Zulli does a good job rendering the distinctive costume and architecture changes across the 700 years of storyline.
Gaiman, for his part, has a fun time throwing in cameos of some of his literary favorites including Geoffrey Chaucer, Christopher Marlowe, William Shakespeare, as well as dialogue that shows that typical English pub conversation, from gripes about workers and taxes to discussions of religion, forecasts of doom, and even jokes have changed very little in over seven centuries.
With references to things like the Wandering Jew and Faust, this is very literary and contemplative comic, not chock full of punching and superpowers (although both are still present in this story), this was the pioneering days of comics for adults.