The miniseries was later followed up with a sequel, Thessaly: Witch for Hire.
This series contains examples of:
- Animalistic Abomination: The first issue features the Daughters of Garm, a quartet of ginormous hounds descended from the Norse version of Cerberus. While they look fearsome enough on their own, they really get horrifying after Thessaly burns their flesh off, which doesn't kill them immediately.
- Belligerent Sexual Tension: Subverted; while Fetch hopes that his and Thessaly's constant verbal sparring will eventually result in a romance, she is not kidding about her hatred for him. At all.
- Brown Note Being: A basilisk hedge turns Thessaly into stone in the 3rd issue.
- Call-Back: The series has a couple of call-backs to The Sandman, including a cameo by George (the Humanoid Abomination that Thessaly famously killed in the "Game of You" arc) and the Dead Boy Detectives. There's also a cameo by a dead blonde man who is strongly implied to be Barry Allen.
- Developing Doomed Characters: The first few pages follow Stanley, a hapless college student, as he tries to work up the nerve to ask Thessaly out on a date. He finally gets his date... and then he gets eaten by a pack of dogs sent to kill Thess.
- Genre Savvy: Thessaly very quickly realizes that she's on a quest, and frequently lampshades it.
- Hijacked by Jesus: The villains of this miniseries are a group of death gods who include Morrigan, Hel, and Thoth, none of whom is considered especially villainous in their native mythologies.
- Humanoid Abomination: The first issue briefly introduces Walter Bagley, a seemingly normal deli employee who is actually the Midgard Serpent in disguise.
- Lemony Narrator: Whenever Fetch is given the opportunity to narrate the series, he gets extremely hammy about it.
- Protagonist-Centered Morality: Thessaly operates on her own moral code, which mostly amounts to killing anyone who presents a threat to her.
- Really 700 Years Old: While Thessaly looks for all the world like a college student, she's been around since prehistoric times.
- Spin-Off: The mini-series spins off from the events of The Sandman.
- Taken for Granite: In the third issue, the Basilisk Hedge turns Thessaly into a statue.
- Talking the Monster to Death: Thessaly talks her way past a Sphinx and an ax-murderer, distracting the former long enough to escape on a train and distracting the latter long enough to cast a shrinking spell on him and then cleave his head in two.
- Wrong Genre Savvy: Fetch thinks he's in a romantic comedy where Thessaly's constant barbs are her attempt to conceal her affection. Absolutely none of this is true; she hates his intangible guts.