Warning: SPOILERS For The Sandman Season 2The Sandmanseason 2 introduces Delirium (Esme Creed-Miles), the youngest of the Endless who used to be known as Delight.As Dream of the Endless (Tom Sturridge) faces enemies new and old conspiring to make the master of dreams spill family blood, a mystery endures inTheSandmanseason 2, volume 1: Why Delirium changed from Delight.
One of Dream’s challenges is facing his family inThe Sandmanseason 2, episode 1, “The Season of Mists.“Destiny (Adrian Lester), the eldest of the Endless,gathers his family for a tumultuous dinner, except for their prodigal brother, Destruction (Barry Sloane).

The scatterbrained, turbulent, and show-stealing Delirium debuts in “The Season of Mists,“but the Endless who was once Delight returns for a fateful road trip with Dream inThe Sandmanseason 2, episodes 4-6, starting with “Brief Lives.”
Delirium Talks About Why She Stopped Being Delight In The Sandman Season 2, Episode 5
Not Even Destiny Knows Why Delirium Changed
InThe Sandmanseason 2, episode 4, “Brief Lives,” Delirium recruits Dream to help her find Destruction, but during their road trip,Delirium never reveals why she changed from being Delight. Not even Destiny knows why his youngest sister transformed into a new anthropomorphic personification, as Delirium hints when she tells Destiny,“There are things not in your book"in episode 5, “The Song of Orpheus.”
Destiny’s ancient tome contains all the knowledge of time and history, yet there are indeed some things hidden from the eldest of the Endless.Delirium’s tease hints that there are some things only she knowsthat the rest of the Endless are not privy to. However, Delirium must have changed thousands of years ago, as she was already Delirium duringOrpheus' (Ruairi O’Connor) weddinginThe Sandmanseason 2’s “The Song of Orpheus.”

Delirium’s Change From Delight Is Never Stated In The Sandman Comics
Could Delirium’s Change Be Related To Destruction?
The Sandmancomicssaga alsodoes not answer what happened that turned Delight into Delirium.However, she appears as Delight inThe Sandman: Endless Nightschapter 3, “Dream - The Heart of a Star” during the beginning of the universe. InThe Sandman: Overture, Delight appears at the start of her transformation to Delirium.
Given Delirium’s desperation to find Destruction, it could be assumed that his disappearance may have led to her changing from Delight. However, Destruction only left the Endless a few centuries beforeThe Sandmanseason 2, and Delirium transformed long before that. There may also be an unspecified traumatic event involving Delight and Destruction that led to her becoming Delirium. Perhaps someday,The Sandmanwill reveal the answer to Delirium’s greatest mystery.