The Sandman, by Neil Gaiman

The Sandman is a dark fantasy award-winning "comic book" series by Neil Gaiman. I've read this series three times and can highly recommend them. They are powerful works, both in character, in plot, in art.... There are photos of the art work online (Google image search results here).

The Wikipedia summary:

The Sandman's main character is Dream, the titular Sandman, also known to various characters throughout the series as Morpheus, Oneiros, the Shaper, the Shaper of Form, Lord of the Dreaming, the Dream King, Dream-Sneak, the Cat of Dreams, Murphy, Kai'ckul and Lord L'Zoril, who is the anthropomorphic personification of dreams. At the start of the series, Morpheus is captured by an occult ritual and held prisoner for 70 years. Morpheus escapes in the modern day and, after avenging himself upon his captors, sets about rebuilding his kingdom, which has fallen into disrepair in his absence.[54] The character's initial haughty and often cruel manner begins to soften after his years of imprisonment at the start of the series, but the challenge of undoing past sins and changing old ways is an enormous one for a being who has been set in his ways for billions of years.[55] In its beginnings, the series is a very dark horror comic. Later, the series evolves into an elaborate fantasy series, incorporating elements of classical and contemporary mythology, ultimately placing its protagonist in the role of a tragic hero.

The storylines primarily take place in the Dreaming, Morpheus's realm, and the waking world, with occasional visits to other domains, such as Hell, Faerie, Asgard, and the domains of the other Endless. Many use the contemporary United States of America and the United Kingdom as a backdrop.

When I read this the first time several years ago I had never read anything like it before -no graphic novels, no comic books- and I love these. You won't regret giving them a chance.