I have always found this to be an underappreciated chapter in the Sandman series. I don't think people realize what Gaiman has pulled off here. Besides coming up with a fascinating adventure story and a dizzying sideline into how we categorize ourselves (profession, gender, dreams, affinities, relations), he has done something few men have ever done -- written intelligently about what it is like to be a woman and a little girl.
At first this may not seem like much, but the whole tale of Barbie's quest is inherently feminine. The dream world she inhabits is not a boys world. The questors are female (well, most of them and the last one is trying hard), and the ending turns around the whole notion of being a girl (even more than merely a child) that one of my female friends was convinced that someone TOLD Gaiman what to write!
This is also a tale of loyalty. When it all comes down, each of the characters has to make a decision based one what has happened, a decision that could ultimately change each of their lives. Surprising decisions are made, but they are understandable if you stop and think about them.
I love this volume, as I love the Sandman series in general. I only wish (as many did) that Gaiman had written some more. Like any good story, we hate to see it come to an end.