What I got from this story was that, "you don't have to stay anywhere you don't want forever", "you can leave Hell anytime", to me this meant that, if you are going through a difficult period of life, or depression, a bad relationship etc, you have to work on yourself. And you have to work yourself to "leave the place" ie, to get out of your situation. IE if you are in a miserable relationship get yourself out of it, or feeling down, do the things you like doing, make an effort to see friends, and keep living life. I was wondering if anyone else came away with a feeling like this.

I thought it was only that people got ot choose to enter Hell, not that they could leave any time they wanted to, so, no, I didn't get the same message.

I think they could have left if they wanted to -I seem to remember one character asking someone else (Death? Unles sit was Nada to Dream...) whether they could have left, and although there's no definite answer, I always thought it was, at least, possible.
I didn't think it was through your effort and such, but through stop feeling guilty, stop feeling other people's judgemtn on you, etc. A lot of the people we see who went to Hell were there coz they THOUGHT they'd done something wrong, they thought they belonged there -Paine had odne nothing wrong, but because he'd been killed by some occult rite and had no proper burial, he thought he was damned. The unborn miscarriaged baby of the matron was probably in Hell coz she thought that, being unbaptised, it belong to Hell.
What I got is that you make your own destiny, and you get what you expect you're getting -which might not be what you deserve dat all. I think it was a strong statement against guilt. And a statement for rebellion -Lucifer's, Paine and his pal... They have had enough and decied to look for their own destiny, instead of submitting to what others might decree.

There were continual references throughout the story that those in Hell were being punished because that's what they wanted. They all left Hell, and all returned of their own, free will.

I agree, Mutate. That's exactly what I walked away with.

Its about change i think... Like they could leave hell when they wanted but they were scared.

Sandmans all about the fear of change i think (yikes 1st post)!!

like its ok to be scared of change? something like that?

in the Books of Magic, Dr. Occult explains that Hell is where people punish themselves. when they die, they sentence themselves to Hell, and can only leave once they've realized that they punish themselves

like the guy chained to the rock just before Hell closes

if that helps