Remedy says there's no "right or wrong way" to play through Alan Wake 2's dual storylines

gamesradar.com:

Alan Wake 2 has been designed as a psychological horror story told from the perspective of two playable characters. Naturally, you'll be able to spend time with celebrity writer Alan Wake, who has spent the last 13 years as a prisoner of the Dark Place beneath Cauldron Lake – fighting to retain his sanity and write a novel that would sufficiently change reality so that he can escape to those he left behind. But that's not the only web you'll be untangling on October 17. 

You'll also have to contend with Saga Anderson, an accomplished FBI Agent who heads to the Pacific Northwest to investigate the murder of one of her own – a case that puts her on a collision course with cultists who share a disturbing link to the missing writer. Here's the thing though, Alan Wake 2 doesn't dictate how you navigate its story, nor the order in which you play through Alan and Saga's chapters. That's something that you can decide for yourself. 

"The writing team has a story that they really want to tell, and our challenge as a narrative design team is to make that story playable and interactive," says Molly Maloney, principal narrative designer of Alan Wake 2. "The key thing here is that there's not a right or a wrong way to play through the content. It's literally that the content is different and enjoyable, no matter what order you play it in."

Areas within the Pacific Northwest playground (encompassing Bright Falls, Cauldron Lake, and Watery) and the Dark Place (resembling a twisted vision of New York City) can be liberated with light from darkness – creating a Break Room where you're able to save the game and catch your breath. It's in these Break Rooms that you'll be able to switch realities and freely jump between Alan and Saga's