You're not alone, but I totally disagree. I thought the ending to Season 1 was fantastic. I never thought the supernatural aspects throughout were ever going to be "real." Philosophy played an integral role, mainly with Rust's nihilist monologues on existentialism in the car with Marty. Though they were 2 people technically having conversations which would normally be considered dialogue, a lot was just Rust talking aloud, to himself, rather than really engaging with Marty. And it was to show Rust's super pessimistic worldview, but it wound up being basically bullshite that he was trying to convince himself of in order to cope with the loss of his daughter (and marriage). We have to lie to ourselves, tell ourselves stories to live with some of the things we have done and decisions we've made, and to be able to deal with our own mortality. It's a survival mechanism coded into our DNA to help us get out of bed in the morning, and as Rust mentions, even to prevent us from just killing ourselves due to the seemingly meaningless of it all we all sometimes struggle with.

But, in the end, I don't think Rust changes so much as he just finally realizes and admits that he's been lying to himself in thinking he's above it all, that he has it all figured out, that the rest of mankind are just stupid sheep in an endless loop of circular time, just repeating the same meaningless day over and over to no real end. He realizes that he, too, needs hope. Needs to believe in it--HAS to believe in it--even if it is a lie, that there is no light, no God, no dead daughters waiting for him on the other side. He finally lets go and chooses to believe that there's hope, that the simply living of life is innately meaningful in and of itself. Existence has an intrinsic value. In the end he figuratively and literally (though that may have been a bit too on the nose) sees the light.

And while Rust ponders aloud and spouts a lot of Nietzsche and other 19th century European philosophers grappling with nihilism and human existentialism, there's also a lot of another 19th century European thinker's work not so subtly hinted throughout the season in Carl Jung. I certainly don't claim to be an expert in Jungian theory, but if you just look at the list of key concepts he developed on his Wiki page, you can see that Pizzolatto touches on just about every one. Even if he wasn't aware of it (though he clearly was), because Jung thought most of those concepts were universal, innately experienced or shared by human beings all over the world and throughout time. They weren't necessarily learned, passed down from generation to generation, they were just automatically understood, due to the collective unconscious.

I've gone way off the rails of the topic here, and I apologize. I'm sure this is coming off as me being some sort of snooty, pseudo-intellectual. But I've actually been thinking about this all day after just watching the Season 4 finale. All season I've been trying to defend the prevalence of the spiral symbol from Season 1 in Season 4 without it needing to have a direct tie to the Tuttle child sex cult. Nobody had to literally take the symbol from Louisiana and start using it in Alaska because it was an archetypal image, a universal symbol that pops up in different cultures all over the world. It invokes something in us without ever having seen it before. So I didn't think they had to have a payoff in Season 4 literally connecting that symbol to Season 1 if people are complaining about it in the Season 4 thread after the finale (I haven't waded into it yet).

BUT, even though I didn't think it needed any more of an explanation besides just being a Jungian archetypal image, the use of it in Season 4 was ridiculously heavy-handed and shoe-horned into it a laughably absurd amount. And I won't spoil the laugh-out-loud line in the finale that I can guarantee almost everyone thought was ridiculous.

Speaking of ridiculous, I realize this post is ridiculously too long and probably belongs in the Season 4 thread (or the trash), but yours just happened to be on top and I was trying to work it out in my head as I typed. To finally answer your questions, I think all 4 seasons are their own things and can really be watched in any order. They all have flaws (to most people, I still don't concede the flaws in Season 1), but they all have some redeeming qualities and are worth a watch. Even Season 4. Though they make it really hard on you, try to watch it without thinking it's a "True Detective" show. Just watch it as "Night Country" and though not great, there's worse ways to waste 6 hours.