Warning! SPOILERS for The Sandman season 1. The death of Jessamy the Raven in the first episode of Netflix's The Sandman represented a major change from the comic book that inspired the episode.
However, the early introduction of Jessamy into the show helps address a plot hole that was seemingly created by the introduction of Dream's ravens later in the comic book series.
It also helps to set up the introduction of Matthew the Raven, who provides Morpheus (aka Dream of the Endless) with someone to talk to while simultaneously providing the audience with a proxy to whom the world of The Sandman can be explained.
The character of Jessamy did not originally figure into the opening arc of The Sandman comics, nor was Morpheus depicted as using ravens as messengers and spies until the second volume of The Sandman, The Doll's House.Read more on screenrant.com