It has time jumps into the near future, but they are always in 4:3 ratio, before returning back to 16:9 in present day, so dead easy to follow. It is a mystery though, so the whole point is you are trying to work out exactly what had gone on and what is going on now.
You say they have put all the episodes on in one go? Always a bonus as I hate waiting for the next one like on Netflix (new to prime so unsure if this is the norm for them) will defo check it out.
Another thing I am loving about this is that they have used a stack of existing film scores rather than write an original new piece.
You therefore have John Carpenter's The Thing main theme, plus Carpenter's The Fog and Escape from New York.
There is a Bernard Hermman, Hitchcock piece, a couple of Brian DePalma themes (think they are Body Double and Dressed to Kill), then Three Days of the Condor, Capricorn One and All the President's Men.
Finding it a delight and it's great for film buffs.
Apparently they have between 25-30 existing film scores within the series.