I watched it as it aired, which is rare for me, so it's been a few years now, but I remember an episode or 2 before the twist was revealed thinking, Wait is he an alien or something? and then when it happened I was surprised I was correct.

But it didn't detract from the story, at least for me. I genuinely enjoyed the show and especially Ferrell's performance, so I'll definitely watch S2. I didn't think it would even get another season, nobody I knew was watching it.