Function
In the comic book, The Endless spend most of their time fulfilling their functions as embodiments of core elements of sentient experience. For example, Death leads the souls of the dead away from the realm of the living, while Dream oversees the realm of dreams, nightmares and imagination. One notable facet of their depiction is that none of them are "representations" or "personifications" of their function; as cosmic beings, they simply are their function. In The Sandman (vol. 2) #48, Destruction gives a further description of the Endless:
The Endless are merely patterns. The Endless are ideas. The Endless are wave functions. The Endless are repeating motifs. The Endless are echoes of darkness, and nothing more…
As portrayed, some Endless beings are more committed to their work than others. The younger Endless, particularly Desire, are known to interfere with mortal life. Destruction, also known as "The Prodigal", abandoned his duty entirely.
Each of the Endless has a realm in which they are sovereign. Within their realm, all members of the Endless have a gallery containing symbols, or sigils, of the other Endless beings. The Endless may contact each other by holding the appropriate sigil and calling for that member of the Endless. Destiny is also able to summon his siblings by using his gallery of portraits, whether they want it or not (as seen in The Sandman: Overture).
The Endless beings, in addition to monitoring their area of influence, exist to define their opposites. This dualistic feature of the Endless has been affirmed by Death, who is present at both the beginning and conclusion of every existence. Destruction enjoys creative/constructive activities like painting, poetry, and cookery. Dream appears to have the ability to modify reality, as demonstrated in The Sandman (vol. 2) #18 titled "A Dream of a Thousand Cats" in which a great number of beings dream of an alternate universe and create it.
The exact limits of the powers the Endless may use are subject to debate and speculation by readers, but are set by rules (such as Dream being forbidden to kill dreamers unless they become a vortex, in which case killing becomes an obligation). It is unknown if the Endless are capable of using their powers on those more powerful or more ancient than they are. At one point when Dream heads into Hell to rescue a former lover of his, he admits that his power will allow him entrance, but that he does not know if he would be able to defeat Lucifer, who is a former archangel created by The Presence (the DC Comics analogue of God).