Dream is one of
The Endless as depicted in
Neil Gaiman's
The Sandman series of
comic books. He is simply a figment of one man's imagination, and the fact he has been indirectly mentioned countlessly throughout history and literature as a dark brooding gentleman who sprinkles dust into people's eyes and directs them to a land of both nightmares and fantasies and things in between called
The Dreaming is totally irrelevant. He's not real. Keep telling yourself that. He's just an illusion. This is not really happening.
He's also known as Morpheus, Daniel, The Sandman, The Prince of Stories, The Oneiromancer, Lord of the Sleeping Marches, Kai'Ckul, L'Zoril, Oneiros and other names. In fact he may have more names than he does friends. He is closest to his oldest sister Death, but that's not saying much. Dream has a tendency of keeping most people at arm's length, preferring polite but shallow interractions, and then he goes off alone brooding on for decades on end about how his life lacks any real depth. --Well who's fault is that? ...Sorry, was that me? Must be thinking out loud again...
Oh, and you attended his funeral. We all did. We just don't remember it. It's okay. He doesn't take it personally. Besides it's just a dream and he never really existed, right?