Time: The distant past.
Place: A world that is called something no human letters could write, pronounced in a way no human throat could attempt.
It is a gas-giant, of a sorts, although the beings that live within it are quite capable of shaping the gas and small debris into dwellings and all the other accoutrements of home. They have filmy sails; a little bit like those of flying squirrels, but colored in all the colors of the rainbow as well as several which only show up if you have special eyes.
They also look a very little bit like human, around the face and hands.
None of these beings have ever stopped flying, for there is no place to actually land. The ground, what exists of it, is too dense and hot. Dwellings are tethered, and the beings simply float within when they wish to rest.
When Dream arrives, they greet him like they know him, and when Kitty (in breathing mask) is presented, they greet her like a sister.
And the dance holds Delight, for Killalla has not yet been born in this world's time.