The Sandman series is written in largely written in third person. It does not focus on one point of view, but ranges all around, though Dream, as the protagonist, receives more time than most. It should be said that writing in first person is extremely rare in the comic genre, and Gaiman follows most of the conventions of the form. He will sometimes abandon speech and thought balloons for sections of free prose, sometimes pages in length. But even this, while unusual in comic books, is not a unique device.