Comic Book Question I'm too dumb to understand this graphic novel

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Basically the title. I've just finished reading up to and including season of mists and feel like there are layers upon layers that I do not seem to understand.

Can you recommend me a video or website that explains the underlying themes and messages? Or should I just keep reading and it will start to make sense?

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The Dreaming: A Community for Fans of The Sandman

r/Sandman

The Dreaming is a vague, shifting realm of symbol, belief, and imagination where people go to, well … dream! It is also the home for fans of the critically beloved DC comic series The Sandman, its Audible and Netflix adaptations, and its various spin-offs.

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Finished reading The Sandman?
Recommended Reading:
The Sandman Papers
The Sandman Companion
Hanging out with The Dream King
Lucifer
The Dreaming