This is a line from Kate Bush's 1982 song "The Dreaming."
Constantine is singing the Chordettes' song from page 83.
Constantine refers to his first case, when an exorcism went badly wrong.
"Morningstar" is an English translation of the Latin word "Lucifer" (also translated "lightbringer"), which can refer to either the Morning Star (a misnomer for the planet Venus) or to the Biblical Satan, from an interpretation of Isaiah 14: 3-20. Dream is referring to Satan, whose full name appears to be "Lucifer Morningstar" in this issue.
Read Isaiah 14 at Bible.com.
Etrigan is a common supporting character in the DC Universe, with occasional mini-series of his own. He is a demon who shares a body with a human magician, Jason Blood. Higher-ranking demons in the DCU speak in rhyme, and Etrigan's dialogue is usually written this way.
The Wood of Suicides originates in Dante's Divine Comedy, where, since they destroyed their human bodies, the suicides are denied human form in hell.
Notice Dream brushing past a tree and snapping a twig before it begins to speak; Dante's suicides are only able to speak when they are bleeding or being destroyed.
Read The Divine Comedy at Project Gutenberg.
Kai'ckul is another of Dream's names, with no clear translation. The prisoner, Nada, is an old lover of Dream's who will become important in later volumes of the story.
Dis is the name of of a city in hell in both Virgil's Aeneid and Dante's Divine Comedy. Dis, or Dis Pater, can also be used as a name for Hades/Pluto.
Read the Aeneid at Project Gutenberg.
Read the Divine Comedy at Project Gutenberg.
Find more information about Azazel at the Jewish Encyclopedia.
Choronzon is a demon whose name first appeared in the 16th century, in writings of the occultists John Dee and Edward Kelley. The name came to prominence when Aleister Crowley claimed to have summoned (and overcome) the demon.
The Hellfire Club was the name of several exclusive clubs in England and Ireland, rumored to be meeting places for members of high society who wished to engage in immoral acts.