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Hi!

Subject says it all! Simple question demands a simple answer: yes or no?

Thanks!
Technically, No. American Nightmare is a stand alone installer. However it is meant as a continuation of the story in Alan Wake. None of what happens in the game will make any sense. There are also key gameplay elements that they don't make obvious because they were in the first game and you wouldn't otherwise need a detailed explanation. So while you can skip the first game I highly recomend that you don't.
Agreed. Do NOT skip the first game. Play the first game and both DLC episodes (The Signal & The Writer) BEFORE American Nightmare. otherwise you will have no context for the characters, setting, and the importance of what is occurring story-wise in AN.
Short answer: Not really.
You must only know certain things that you can discover with a quick look at the Internet.

Real answer: Yes. The "real" game is the first one, because it has the plot, which is the core of Alan Wake. American Nightmare, although is an action packed spin-off, will probably ruin your alan wake experience if you play after, because it will spoil the crap out of the first one.

So, if you like, play American Nightmare first, but I strongly encourage you to play the first one first.