I only just played it as well! (At least the main story and one DLC, not entirely done). I also like it a lot. The whole SCP atmosphere is fun, and I loved Ahti especially.

Tip: You should do the quest “My Brother’s Keeper” earlier rather than later. I tried doing all the side quests first, but got a little stuck because I was missing something.

Tip: If you bought the DLCs (for example if you got Ultimate Edition), one of them starts rather randomly so if you start seeing Alan Wake, you’ve entered the crossover DLC. You can do it in between or after the main mission, it doesn’t hurt to do it early. The other DLC starts after the last main quest of the main game.