The pages are not spread out in the right order and some can only be found on the highest difficulty setting (which unlocks after completing the game), so don't worry about missing parts on the first playthrough. You are expected to stumble upon them and learn about upcoming story developments and dangers, but this information is not helpful nor does it spoil the story for you. I highly recommend you collect any pages you can find and read them, just don't go out of your way collecting them if it distracts you from the actual game. Much of the time they add to what you actually see and do in the game (like explaining what people are thinking) and sometimes they are just funny or interesting in some way, especially the rare ones you find on the highest difficulty setting. Remember, literature is a very important part of the theme of the game.

On a similar note, think about the TV sets showing Alan going crazy while actually writing the story in the cabin. Alan Wake is a very simple schlocky horror story made fantastic by presenting itself in several mediums within an over-the-shoulder shooter.