Neil Gaiman is such a talented author, I'm honestly blown away by his writing abilities. "The Truth is a Cave in the Black Mountains" is the third short story of Gaiman's I've read so far - and I haven't even touched any of his longer novels, although I recently started "The Ocean at the End of the Lane" - and I'm already considering him to be one of those authors you can pick any story you want from and will never be left disappointed by it. 
 In general, you shouldn't expect to read this work and get as many answers as questions which have been raised through the course of the story. It deals with a dwarf (who highly reminds me of George R.R. Martin's Tyrion Lannister due to his cleverness and his smart behaviour) and does not only explore an interesting fantasy setting in all its detailedness, but also the depths of human behaviour in extreme situations. 
 What you can expect from this story is to be left stunned by the disturbing ways Neil Gaiman chose to tell the protagonist's story in. I've been captivated by the first lines of the story and then became slightly bored (which is the major reason why I won't give a five-star-rating), but after one third or so Neil Gaiman managed to sweep his reader away into the dangerous journey of two interesting souls, and I literally couldn't put it down anymore. It's been some days since I've read it, but I have been thinking quite a lot about the story so far, and one thing I realized is that it needs to be reread in order to be understood. However, there is still so much stuff to be interpreted differently, everyone will have his/her own theories as to what Neil Gaiman intended to state with his words.