Pretty much like Duracell says. I liked the fact that the nonlinear plot wasn’t clear until about halfway through the series, but I know that was a big point of confusion for some.
Bear in mind that season 1 is based on short stories that take place prior to the first proper book of the series, so the season is largely a prologue for the actual story (and once the plotlines converge by the end of the season, the story will be linear - or at least significantly more so - starting next season).