I don't really know where to start with this one. I love Neil Gaiman. I love this book. But the first time I read it, several years ago... I'm thinking sometime around 2003/2004-ish.. I didn't really GET this novel.
But things have changed. Oh yes.
It is filled with allusions to most of Norse pantheon and mythology and several other pantheons as well. Mr. Nancy being the first one I can think of off the top of my already-too-full head. Mr. Wednesday is one of the great characters in this novel. He embodies the trickster archetype, which I find hard to fit into my world-view of this book. I don't know.
My brain is too full of mush and pancake batter to really suss through all my thoughts right now.
It's a good book. Read it. Enjoy it. Learn from it.
It really helps if you have a slight mythology/folklore background too. It helped clarify a lot of the allusions that I definitely missed the first time through.