I mean that in the sense that there needs to be a plot that prevents the two "worlds" from being independent, and that it has one of those "holy crap" moments.
I got the strange sense at the end of the Pilot that this guy just wants to live both lives and have a dandy time with his wife & son.
Of course that is what he wants.....but after a while one has to start getting weird since his mind is making it up, right? Like smoke monster weird or Inception weird. Things being introduced that stand out to make him and the viewers think they understand, finally, which is the land of make believe, only to then have the world turned up side down next epi.
Could seriously be fantastic. That said, it won't be simple enough. Stupid America will demand it be squashed so that they aren't reminded of how stupid they are. Destroy what you don't understand.