I urge you to do two things: read all of the SANDMAN books; and read them in order. You must do the first because these books are great literature and great literature will affect you. I urge you to do the second because though each volume is complete in itself, the series is one epic tale. You wouldn't read War and Peace starting at page 168, would you? Approach SANDMAN in the same manner, begin at the beginning and end... well, at the end. If however, by some strange twist of fate, you should find yourself with DREAM COUNTRY in your trembling palms, begging your attention and you haven't yet had the pleasure of the first two volumes, you have dispensation to read it.
DREAM COUNTRY is, afterall, a series of four stand-alone shorts that fill out the world of the Sandman without directly involving the larger plot. My favorite of the four is the first, "Calliope," in which blocked novelist Richard Madoc takes his muse by force and learns what it is to have too much inspiration. It's a bloody case of mother's favorite maxim, "be careful what you wish for child, for surely you shall have it." Elements of DREAM COUNTRY do thread into the later books. Look, for instance, at the library book titles in Season of Mists for an amusing reference to "Calliope."
Kelly Sue DeConnick relocated from Brooklyn, New York to Kansas City, MO, where she lives with her husband and artbomb.net colleague, Matt Fraction. Kelly Sue writes the English adaptations of several manga titles published by Tokyopop and Viz. She can be found on the web at kellysue.com.