Epigraphs are like little appetizers to the great main dish of a story. They illuminate important aspects of the story, and they get us headed in the right direction.
"I remember my own childhood vividly… I knew terrible things. But I knew I mustn't let adults know I knew. It would scare them." Maurice Sendak, in conversation with Art Spiegelman, The New Yorker, September 27, 1993
What's up with the epigraph?
As it turns out, Art Speigelman (a well-known but controversial comic strip artist) had an on-going friendship with the typically reclusive Maurice Sendak, the author of Where the Wild Things Are, In The Night Kitchen, and other children's books. The two of them decided one day to do a collaborative comic strip together for The New Yorker, and their work along with an interview with Art was published in the September 27th, 1993 edition.
Sendak is known to have pretty unique views on children and the state of childhood. (Seriously, if you haven't seen Stephen Colbert's two-part interview of the man, you should check it out.)
So in the last frame of the comic (which you can see here), Sendak is saying, "I remember my own childhood vividly… I knew terrible things. But I knew I mustn't let adults know I knew. It would scare them." This quote really spoke to Gaiman, and served as an inspiration while writing this book—and that's why it's the epigraph.