It initially bothered me that this show turned out to be all about NDE research and that it seemingly portrayed the characters as apparently having some sort of supernatural experiences. Then it dawned on me that the show treated real-world NDEs as more of a jumping off point for their sci-fi version and that the creators didn't really seem to be implying anything about the nature of real-world NDEs. As a sci-fi concept though, I thought they handled it in a very interesting way and I was and am excited to understand the universe they've crafted. It is beyond bizarre and seems almost goofy at times, but the seriousness with which they handle it serves to sell it effectively, as does the quality of the acting.
Beyond all that, I am really unsure of just how I am supposed to be feeling at the end of the season though. I am pretty sure the viewer is supposed to be unsure if The OA was lying or not as there seems to be good evidence indicating that she's truthful AND lying. I am also pretty sure that there are layers to the truthfulness of the story she is telling where it may not be literally true but figuratively so, and even if not true at all, the question of her claims of NDEs and interdimensional healing powers may yet be true in spite of it. Beyond that, I'm still not 100% sure that this show is not supposed to be some sort of high-concept parable where the story is only meant to impart some perceived truth or some perceived grand questions that the creators think they have. Reading a couple interviews with them, it seems they were focused more on the sci-fi aspect of the story that trying to be super deep, but it seems undeniable that some deeper meaning is implied through the story.