An interesting aspect of the Endless is that some of them seem to have personalities that go with their function, while others have personalities that are not related to their function, or are seemingly opposite.
This, is of course, from an anthorpomorphic point of view, since there is probably no reason Death can't be a cheerful woman with goldfish, but with that aside, it is still interesting to see the way Gaiman plays with stereotypes.
- Death, perhaps Gaiman's most popular character, is a cheerful, sensible woman who dispenses wisdom to the dead, dying and occasionally to the living. Quite a far cry from the traditional image of the Grim Reaper.
- Dream is far from dreamy, instead being a strict, rule bound and occasionally cruel man who takes his job very seriously.
- Destruction quit his job, perhaps because his personality didn't fit. As seen in Brief Lives, he is a easy going, cheerful man who loves the arts, even when he isn't too good at them. It could be argued that every act of creation requires some destruction, but this chracter is still a very innovative take on the idea of destruction.
- Desire and whether they have a personality to match their function is perhaps dependent on the readers feeling towards desire. Desire is a cold, calculating and destructive person that enjoys playing with people's feelings, often ending with their death or insanity.
On the other hand, Destiny, Despair and Delirium seem to have personalities that match their function. In Delirium's case, it seems a change in function, from Delight to Delirium, caused a change in personality.
Related to this is the fact that the Endless, like any family, have a great deal of internal squabbling. Some of this is related to function, it seems: such as Delirium's anger at Destiny, when she tells him that there are "paths outside his garden". On the other hand, Dream is also a natural counterpart of Destiny, (since Dream is the master of "what is not", and Destiny reflects "what is"), yet this functional tension does not seem to cause any personal tension between them. Likewise, while the emotions between Desire and Dream could be seen to be due to the differences in their function, it could be a personal conflict.
What all of this leads us to is the fact that The Sandman should be read closer if we wish to understand the Endless, because it is never clearly explained how much of the Endless are merely reflections of their functions as concepts, and how much is due to the fact that those concepts somehow come with personalities.