I finished the story a couple nights ago. Been working on the optional realms, just a few Muspelheim trials left and two realm tears in Niflheim. I have all the Valkyrie helms, need to go place them on the thrones in Midgard. I mostly saved Muspelheim and Niflheim for after the story. I generally explored and re-explored everything I could as the story opened up new paths or gave new tools. The structure of the game world is pretty awesome, lets you explore but doesn't overwhelm or feel pointless. The game tracks things well so you don't wander around aimlessly, but it doesn't just hand things to you with endless map markers.
I played through entirely on the 3rd difficulty level. I spent a lot of time early on banging my head against the wall and slowly working my way through fights I probably should have saved for later or turned the difficulty down for. I fumbled with the controls a lot, experimented with alternative assignments, but ultimately ended up going back to the original mapping with just dodge/interact swapped. In experimenting with the controls, something about the original mapping and the combat system suddenly clicked. The challenge, while still brutal at times (Valkyries in particular), became insanely fun and progressively more manageable. The final two Valkyries ended up being much easier than the rest by the time I got around to them.
The adherence to Norse mythology has apparently been quite solid. They really threw Kratos into it, rather than adapting it for him. There's an interesting reddit threat about translation of runes in the game everybody should check out after they finish (SPOILERS, BE CAREFUL). I also just discovered an 8-episode podcast - The Lost Pages of Norse Myth - that was released monthly leading up to the launch and contains some good developer interviews. I was a decent fan of the GoW series, but never really got hyped up for this one for some reason. Probably because I hadn't gotten around to picking up a PS4 yet so I figured I just wouldn't play it for a while. Ended up grabbing a Pro right after the game launch and don't regret it one bit. This game has been amazing. I'm excited for the next installment.