In a horror story, the victim keeps asking "why?" But there can be no explanation, and there shouldn't be one. The unanswered mystery is what stays with us the longest, and it's what we'll remember in the end.

Alan Wake is a story of a man divided, suffering from the absence of a father figure. This trait, as well as his presumed lost fear of the dark bled into his authorial career, as well as gameplay. (more on this later).
The gameplay of Alan Wake really puts you into his shoes. He is but an average man, taking a lot of damage from the enemies that attack him with mostly conventional weaponry, and gets almost one shot by large possessed objects. Your only safe haven is various sources of light in the town of Bright Falls and the outskirts.

Remedy knew how to make you, as Alan, beg for the light, arming you with some firearms and objects that produce light. The kicker is that enemies can only be harmed if you use the light to cleanse the darkness from them. Attacking them without doing so doesn't even make them flinch as they shamble toward you. The safe havens mentioned earlier stem from lamps and panels of light, which not only drive away enemies while you stand inside them, but the light also heals Alan, blocking out the fear for a brief moment.
Although, this all sounds too good to be true, doesn't it? You quickly find out that ammo is not as plentiful as you'd like, and sometimes lamplights and panels either break before you can arrive, or need to be activated before you can bask in light (sometimes while being chased, mind you).

As you battle through Bright Falls, you're encouraged to recover scraps of a manuscript Alan is writing, some of which can only be found on a harder difficulty, that paints the story of the game in nonlinear order. This not only encourages replayability, but also theorizing on your first run, which I did a lot of.

Combat in Alan Wake is simple on the surface: Use light, then fight. It's the variety of ways you tackle combat that make you feel like a genius. Basics like dropping a flare and using the light to heal, deter enemies, and either double up with a flashlight, or shoot the enemy when the flare clears the darkness are just the tip of the iceberg for cleaning house.

Wheeling around back to the story, Alan Wake is an excellent protagonist, and the relevant characters have good chemistry with him. Perhaps purposefully, the ones without much story focus are quickly written off when their time in the story is up.
The mystery of Bright Falls and the dark presence that overtakes the citizens is very enriching, and until recently, the mystery was just that, unanswered. The sequel I hope is just as enveloping as the dark presence.