"The characterization with Harry dealing with not being real is very well done and the fact that his beliefs stay with him will make the coming events of the anime itself very interesting to watch. So far (chapter 4) it only seems to be beneficial to have watched the crossover material but not necessary."
It's since been revealed that the story follows the Unlimited Blade Works path. Harry is put into an interesting position in which he's not sure what to do or even if he should try and do anything at all. Being told your whole life is a story will mess with your perception of reality but Harry seems to take things in stride (considering his canon life it makes sense). I enjoy this story a lot and can't help but wonder where it will lead or indeed end.