"We're off to never-never land"
Metallica has a song titled "Enter Sandman". This are lyrics from it:

Exit light
Enter night
Take my hand
We're off to never-never land

What does "We are off to never-never land" mean?
And who is Sandman?Thank you, Jura! Now I understand who is sandman and what is never-never land. But what does "we are off" mean? :)Does "we are off to" mean "we are going to"?
"We are going to never never land" ?
:)

Question

"We're off to never-never land"
Metallica has a song titled "Enter Sandman". This are lyrics from it:

Exit light
Enter night
Take my hand
We're off to never-never land

What does "We are off to never-never land" mean?
And who is Sandman?Thank you, Jura! Now I understand who is sandman and what is never-never land. But what does "we are off" mean? :)Does "we are off to" mean "we are going to"?
"We are going to never never land" ?
 :)

Answer

Did you ever wake up and have to remove some dry material that feels like a piece of sand from your eye.? The Sandman is the one who sprinkles that in your eyes in order to make you sleep. 

 Never-Never land is a place where children never have to grow up. Search for Peter Pan on the net.

We are off!  is sort of like   Пошли!

Answer

We are off to - we are departing for...we are about to leave...we are going to...  Yes - well done!

Answer

'Enter Sandman' is a nightmarish-lullaby which is dealing with the nature of nightmares
and a child's fear of entering the dreamscape and being constantly
watched by an old man, the lord of the dreams and nightmares... the "sandman". 
'Never Never land' refers to the land of Peter Pan, a story of a boy who didn't want to grow up. Remember Michael Jackson & his ranch? It was called Never Never Land.