I gave up twice before finally giving into it and finishing this volume. Its the final chapter - Sound of her wings, is where the story finds its footing and the story really begins. 
 At the start the story revolves around bunch of people who are trying to capture death but end up catching their brother - dream. Turns out he has been a captive for about greater part of century that's caused havoc in the real world. He is set free and punishes those who had captured them. 
 The first volume doesn't do much for the overall storyline but gives an introduction to the major players of the story.