In Season of Mists - Prologue (Sandman #21), when Destiny invites all the Endless for a family meeting, Death appears in her usual Goth Chick Avatar. She is then asked by Destiny to be more appropriately attired, to which she replies:
Aw, C'mon. You know how much I hate wearing that stuff...
...Next thing you're going to be moaning that I ought to get a Scythe...
Also, in Death - At Death's Door (by Jill Thompson), when mocked by a "Dead" that she does not look like death but like "my other goth chicks who choked on their own vomit".
To which Death replied in this way:
You can see in the image that she is carrying something scythe-like.
Does it mean that Death of the Endless is supposed to carry a Scythe, or was just some sort of joke on Death's part.
Authoritative canon references needed.