Now I know what you're thinking. Thessaly broke Dream's heart. She mercilessly kills cute animals for sacrifice and slices cadavers like it's an art form. Her actions are purely for her own interest and well-being, not others. And you can even go as far to say that it was Thessaly that killed the Sandman. How could anyone like such a person?!
Well, I do. The Endless aside, Thessaly my favorite character in the Sandman series. I just like how someone so itty-bitty and cute can be fearless and strong. So here is a page dedicated to her.
You're not supposed to readily know this, but in Brief Lives, Thessaly is the woman Dream is brooding over because she left him. He makes it storm in his realm to match his foul mood. Silly little bippy. He goes on the journey with Del to find Destruction with a little part of him thinking that he can find Thessaly and woo her back. He instead finds Destiny, who tells him that she never loved him, and that Dream will see her one more time, but the meeting won't be a pleasant one.
Now there is really no way for the average fan to know that it is Thessaly whom Dream is lovesick for. Not until The Wake do we truly find out what happend. However, one clue that elite Sandman fans will notice is that Nuala enters wearing a crystal pendant, saying that Dream's ex gave it to her before she left. This is the same type of crystal that Thess will later wear in The Kindly Ones.
Nuala also notes how terribly distraught Dream is over this particular girlfiend. Dream has had many past loves (Nada, Calliope, the Faerie Queen) but this is the only girl we ever see him brooding over. He really liked her. Poor Dream!
Thessaly's next appearance is in The Kindly Ones when she calls herself Larissa. She helps out the Fates on the downfall of Dream by protecting Lyta Hall. She quibbles with Dream, which is Destiny's foretelling of the last time they meet. In the end, we see that despite her aiding the Fates in the death of Dream she actually is going to feel remorse.
And finally, Thessaly is last seen in The Wake telling what happened between her and Dream at his funeral. It turns out that she found herself in his realm, they talked for hours and shyly courted each other. Thessaly thought it was love, but she was only reflecting Dream's love for her, like the moon reflecting light. When he begins to lose interest in her (so she thinks) she leaves him. This is where it opens up in Brief Lives. Get it??
And here's the heartbreaker. She cries. She cries for him. Bwaa! It's beautiful! Gaiman's a genius.
The classic: "I don't make jokes. I just never got the knack." --A Game of You
Thessaly spouting a Star Wars line: "You see, I have really bad feelings about all this." --A Game of You
"New age? No. Quite the opposite really." --A Game of You
To George's tongue: "...else I shall summon the hounds ofhell to whip your shade through the world until the moon falls and the sun grows cold." --AGOY
So it starts: "You see, there are two ways into another's dreams. We can go through the Dream King; or we can go by the Moon's road. But the Dream King has little time for you women, and even less for my kind; while the moon is forever ours. It is time to draw down the Moon." --AGOY
Not many people are bold enough to say: "Don't push your luck, Dream King." --AGOY
Love-hate: "He comes on like he's so cool. Who does he think he's fooling. Well, he's not fooling me. Oh no...and it isn't even as if he's good-looking. He's too thin for a start." --AGOY
"Destinations are often a surprise to the destined." --The Kindly Ones
Is this not a joke?: "So...it's wash off the blood and sleep on the floor, or skip the bath and sleep in the tub. Choices...always choices..." --TKO
To Lyta, after the death of Dream: "Lot's of people are going to want to hurt you or kill you for what you've done. Including me." --TKO
In hindsight, I do not believe that I loved him: I simply felt his love for me burning and all-consuming, and reflected it back, as the cold light of the moon reflects the light of the sun." --The Wake
Thessaly and the Sandman are registered trademarks of DC Comics.