I'm reading Sandman right now. it's a NEIL GAIMEN, so if your a fan this is one of his best, sometimes referred to as #1 . it can be either really short or really long depending on how long you want to take it.
it deals specifically with dreams heavily.
the tv show Lucifer is based on the graphic novel series of same name the character is taken from Sandman with permission. (Mike Carey author, Mike carrey ruined xmen so I never got around to lucifer)
watchmen is a quick one and you might be able to watch the comic, they have a thing where they animate each individual panel with a voice overlay. it's called a motion comic and there's a good one out there, but beware there is a glut of bad videos , not animated properly, that claim to be a watchmen motion comic. there is also a prequel series that sucks and was published against the will of the original creator. Alan Moore . if you buy it , it is valued at about $10.
there is a michael Moorcock elric graphic novel if you enjoy that, I have not read it.
look up your favorite authors, fantasy authors often publish a graphic novel or comic series that can be picked up in collected novels. a for instance my wife loves reading "monstress" by Marjorie liu
check comixology . it'
now purchased by amazon, but they have thousands of of comics and graphic novels available digitally.
I'm a huge fan of ed brubakers run of captain America, the movie winter soldier is loosely based on it, the book is better and is certainly one of the top 5 best ever published. really anything by brubeker would be great, he tends very noir, mystery , spy, detective kind of stuff.
also bendis run on daredevil is really good starting 2001 with wake up., stay away from mark waid it's just plain bad. cheese a goofy like Batman and robin movie.
in general just avoid marvel of the last 10 years. they are all not very great, even the best get interrupted before they get a chance to finish their story. marvel is obsessed with making sure there are too many crossovers that interrupt and ruin perfectly good runs.
also moon knight seems up your alley, specifically noir and mystery heavy. start with "the bottom" 06? finch is a marvel at art, and Huston turns the character on the heel of every previous work on the character without needing any prior knowledge.