by Eden
The Wake doesn’t really need to do that much — it mostly feels and operates like an epilogue — but it provides Neil Gaiman with the opportunity he needed to close out the story of this incarnation of Dream and look to the next one.
Worlds’ End is the quiet before the storm. Or, well, in the context of the collection, it’s the quiet during the storm, since it’s about several travelers who are stuck in the titular inn telling each other stories while they wait out a “reality storm” (it’s The Sandman so just go with it).
The Doll’s House is volume 2 of The Sandman but it was actually the first collection (and the early editions included “The Sound of Her Wings” too). It’s not quite accurate to say this is where The Sandman really begins because Neil Gaiman is still figuring out what direction this comic is going to take, but it’s clear he was realizing this was just a way to tell stories.