In "Hope in Hell," when Dream throws "Hope" at Lucifer, you see golden light and heavenly music flood the room. Of course Lucifer does not counterattack: they are not willing to see their hope of Heaven destroyed.
In "The Sound of Her Wings", Dream notes that the violin piece he and Death overhear was one he hadn't heard in over two hundred years. Dream has shown later on in this episode to have a connection to artists, as he likely inspires them through their dreams.
Also in "The Sound of Her Wings", Franklin, the guy with the soccer ball from the beginning, attempts to ask Death out. She responds by telling him that she'll they'll see each other again "soon", which is fulfilled with his death at the midpoint of the episode. You might say he went on a literal date with Death.
In "Playing House" when Hector teases Lyta for having "ghost sex" in her dreams, Lyta protests he's a dream, not a ghost. Hector noticeably hesitates for a moment before trying to convince her that he's more than just a dream. Come "Collectors", it's revealed that Hector is literally a ghost residing in the Dreaming to avoid moving on.
In "Lost Hearts", the Corinthian seems to pose much more of a direct threat to Dream than he did in the equivalent scene in the comics. Although this can be chalked up to simply needing to make the confrontation more dramatic for the screen adaptation, the change also foreshadows "A Dream of a Thousand Cats", where Morpheus claims that a thousand dreamers having the same dream simultaneously is enough to rewrite the whole of reality. Unlike in the comics, in "Lost Hearts" the Corinthian is being backed up by at least a hundred or so convention attendees dreaming about how serial killers are powerful, god-like figures, which therefore grants him as their idol far more power than an ordinary creature of the Dreaming would have.
There is one more crucial difference: Rose is asleep in the show, while she is wide awake in the comics. Vortex has the power only while she is sleeping and is draining that power from Dream.
Erasmus Frye and Richard Madoc's fates serve as a contrast to Shakespeare, who readers of the comics will know made a bargain with Dream for inspiration. Frye is largely forgotten despite his previous fame, with even his fan Madoc unaware that he'd killed himself, while Madoc's career is presumably over after having his ideas taken away by Dream, with both receiving some degree of comeuppance for abusing Calliope. In contrast, Shakespeare's pact with Dream is willingly made and results in stories which are remembered across centuries (as Dream and Hob's conversation about King Lear observes), and Homer (mentioned as having been inspired by Calliope, presumably consensually) is likewise well-remembered even now—all this serves to show that Frye and Madoc's actions weren't just immoral, but ultimately less effective at getting them the fame and admiration they craved.
It's shown that Dream has, historically, been willing to allow his creations to change their roles - Gregory was once a nightmare, but later became Cain and Abel's friendly pet. Lucienne was formerly Dream's raven, and is now his librarian. So, why does he object to Gault doing the same? Presumably, the previous two incidents happened under his eye and with his leave, whereas Gault did so outside his authority. Added to which, Dream has just come off more than a century of imprisonment, having all control even over his own body and tools stripped away from him. Naturally, he is more than usually touchy right now about his control over his own domain.
Also, Lucienne states that she has previously been suspicious of Gault's loyalty. She and Dream are predisposed to be cynical about Gault's motives, but knowing that Gault wanted to be a hope-bringing dream, it seems plausible that her "untrustworthy" nature was an early manifestation of her dissatisfaction with her duties, which was misinterpreted as being a Corinthian-like attempt to usurp power or torment mortals.
In "The Doll's House" The Collectors have to leave a restaurant quickly after The Good Doctor kills their waiter in the bathroom. When Nimrod is giving the opening speech in "Collectors", he specifically tells the attendees to not "shit where they eat." Seems he wasn't too happy about that.
In "Calliope", Richard Madoc attends a party in August 2020 - Despite this being the height of the COVID-19 pandemic, nobody is wearing a mask and there are many people crowded into a single room. Is this Artistic License – History? Or is it a subtle hint at the kind of people Richard associates with now?
Hope trumping the literal end of the universe in The Oldest Game may seem a bit corny, but in "A Dream of a Thousand Cats", Morpheus states that enough dreams of the same thing can reshape reality. So if enough people hope for, and therefore dream of, a continued existence in spite of the anti-life devastating creation, it'll happen.
This also nods to the nature of the comics industry itself: sure, villains might defeat the heroes and the forces of anti-life might win temporarily, but because most of the time the readers want to see heroes prevail, this dream shapes the world the characters inhabit, down to causing the multiverse to be rebooted every few decades or so.
One for fans of the comic in particular: when Hector is showing Lyta their (literal) dream home he built, the nursery is entirely white. Now remember who the child that would've lived in that nursery would grow up to be, and what said character's Color Motif is ...
One for "A Dream of a Thousand Cats" - the Prophet's contrariness in defying the Skull Bird and making it through various perils to the Cat of Dreams is exactly the same contrariness that stops most cats from believing her message and dreaming it into reality. "I am a Cat, I walk my own path."
In "Calliope", Erasmus Fry extols the protective properties of trichobezoars, going so far as to trade the Muse in his cellar for one. However, he ends up poisoning himself - looks like the bezoar didn't protect him. Perhaps he thought being able to capture a mythological Muse meant that the beliefs surrounding bezoars were true as well? Alternately, he may have just been Driven to Suicide and either destroyed or given away the bezoar so it wouldn't protect him. The news reporter mentions that he'd once again failed to persuade his publisher to bring "Here Comes A Candle" back into print, so that could have been the last straw.
In "Lost Hearts", Azazel states, "Since none of us may leave Hell, we may as well expand its borders until Hell is all there is." This initially seems confusing, because they can leave Hell. Choronzon got the helm from Ethel in the human world, Johanna needed to exorcise a demon, and in that very sentence Azazel expresses the plan to invade the Dreaming, Earth, and eventually Heaven. However, the wording can be interpreted as not demons being physically unable to leave Hell, but being unable to stay anywhere else too long unless they want an exorcist or an angel after them. But cases of demons leaving are usually just one demon at a time, nothing a competent exorcist/angel can't handle. But all of the damned, with their numbers having increased since the first Rebellion? That could overwhelm the Silver City.
It may seem frustrating at first that Morpheus gave his captors the silent treatment for a century instead of just clarifying to them that he's not Death, potentially preventing the many tragedies that had come about in his absence. But then you have to consider whether Roderick would've believed him. And if he did, would he have Dream of the Endless released, or keep him anyway to see if he can still make use of the Sandman's power somehow? If Roderick does let Morpheus go, what's to stop him from trying again at summoning and capturing death? Worse yet, what if he succeeds? Who knows what kind of trouble would occur if Death isn't there to escort the deceased to the afterlife?
Plus, considering his reaction to what happened to Calliope, he assuredly wouldn't want his sibling with whom he has a good relationship to end up in the same torment as him.
Dream says that Lucifer is a much more powerful being than him, but if you take "Dream of a Thousand Cats" at face value, that isn't actually true. At full power, Dream is theoretically a Reality Warper. It is fully within his ability to give millions of humans a shared dream of a world without Lucifer, thus erasing Lucifer from all of existence. So why doesn't he, if Lucifer poses such a threat to him? The obvious answer is that he isn't at full power during the events of "A Hope In Hell", so creating a massive shared dream is likely beyond his capabilities. But "Lost Hearts" gives a second answer: Doing that would be a violation of Dream's principles. As he explains to Desire, he considers The Endless to be servants of humanity. In his view, he has no right to use humans as tools to accomplish his own ends.
