Alex Burgess

From neilgaiman.info

Son of magus Roderick Burgess, who imprisoned Dream. Upon his father's death, Alex "inherits" the imprisoned Dream, eventually in his old age unwittingly releasing him due to carelessness. Dream takes revenge for his captivity on Alex, sentencing him to "endless waking" whereby Alex experiences one nightmare after another, each ending with him seeming to wake, only to have another nightmare ensue.