This is undoubtedly an unconventional game. For anyone looking for more insight on Virginia's silent storytelling and the strong influences of Twin Peaks and The X-Files in its style, here are some interesting reviews you can check out:

Eurogamer thinks this is a must-play experience that totally gets David Lynch.

Polygon celebrates the game's deviation from the norm and calls it powerful and original.

Jim Sterling isn't quite ready to name Virginia a classic but applauds the strong narrative and stirring soundtrack.

IGN enjoyed the calculated nuances that Virginia deftly weaves into its narrative and the cinematic show-don't-tell approach.

Well, I've only played the opening segment of Alan Wake (first hour) so I can't comment on its merits. I can tell you this, though: Gameplay-wise, Alan and Virginia are worlds apart, since the former is a proper survival-horror affair and Virginia is more of an interactive drama experience.
To be honest, I think that aside from any similarities in the setting and the spooky/mysterious aspects in both narratives, these games are largely different. Having said that, Virginia is definitely worth a look, as long as you know what to expect :)