Religion: cosmic entity
Name: The Sandman
Alter Ego: Dream
Other Names: Morpheus; Oneiros; King of Dreams; Lord L'Zoril; Dream of the Endless
First Appearance: The Sandman (vol. 2) #1 (Jan. 1989): "Sleep of the Just"
First Appearance (Additional Details): (mentioned) Action Comics (vol. 1) #31 (Dec. 1940): "In the Grip of Morpheus"; (actual appearance) The Sandman (vol. 2) #1 (Jan. 1989): "Sleep of the Just"
Super? (Has Super Powers/Special Abilities/Technology): Yes
Number of Appearances: 143
Note: lord of dreams and stories
The character we now know as "The Sandman", whose "real name" is sometimes given as "Dream" or "Morpheus", was famously introduced as a DC Comics character in The Sandman #1 (Jan. 1989) by Neil Gaiman.
Gaiman's imagining of this character is certainly original and important. But the character itself was not original with him. Morpheus is, of course, the principal god of dreams in Greek mythology. Morpheus the "Sandman" has a long history as a concept or character, showing up in mythology, religion, literature, poetry, as a figure of speech, etc.
Morpheus the Sandman was mentioned in DC Comics as far back as Action Comics #31 (Dec. 1940). In the Superman story in this issue, the narrative caption text in the introductory splash half-page reads: "The sombre hand of Morpheus grips a small town, leaving all its inhabitants helpless -- until Superman frees the city of its strange spell and shatters the evil clique who caused it!"
This story's reference to the "hand of Morpheus" is not really a reference to the Sandman character as conceived by Gaiman. The "hand of Morpheus" is used here as a flowery euphemism for a "profound, deep sleep."
Morpheus is even referenced in the title of this story. Although originally published without a title, this story has been retroactively titled in reprint collections as "In the Grip of Morpheus" and "The Hand of Morpheus."
This is the earliest reference to Morpheus in any published Superman story. As far s we know, this is Morpheus's DC Comics "introduction," in a story published 48 years before Gaiman's important series. It is possible that Morpheus is referred to even earlier in some obscure comic book story published by DC Comics, but as yet we are unaware of any such story.
The Martian name for Dream/Morpheus is "Lord L'Zoril."
Suggested links for further research about this character and the character's religious affiliation: