With this type of stories, it's difficult to find the right balance between keeping things mysterious and moving the story forward. I feel this show makes a pretty decent job at finding this balance. Also, the whole structure works well (some people in this thread did not care for the 7th episode, but I really enjoyed it) and it sticks the landing competently (the nature of this type of stories makes it almost impossible to end in a way that is totally satisfying, but, given this constraint, it's good).
While a second season was definitely possible and I would certainly have watched more, the show being cancelled is not a tragedy as this first season works well by itself. Don't skip this one because of the cancelation.
On a side note, someone earlier mentioned the main actress, Dina Shihabi, made them think of Alicia Vikander because of her voice, but I must say she channeled another actress for me, maybe because of her hair cut and the '90s setting : Katie Holmes. Weirder : maybe because of his deep voice, lean frame and because he played a number of hipster'ish characters, Mamoudou Athie made me think of Adam Driver ! Think Paterson or While We're Young ? No ? Am I crazy ?