[@murasaki] It's my understanding that they're of the Dreamlands. The Dreamlands wasn't something that was created once man started dreaming, rather it's an alternate dimension that is linked to earth with its own unique geography and inhabitants. Each inhabited world is tied to some form of counterpart, at least the way I understood it. Time not only passes at a slower rate in the terrestrial Dreamlands, but the Dreamlands also serve as home to the Great Ones, powerful immortals that make up a pantheon, yet are not true gods and inferior to the Great Old Ones and the Outer Gods, as the Great Ones can be deceived, seduced and even wounded by mortals. To the point where the Great Old Ones and Outer Gods have almost no interest in the Great Ones or the Dreamlands themselves. Because of this, the Great Ones are protected from mortal challenge by the Other Gods.

Either way, I'll probably read over the Dream Cycle tales again just to make sure.