Review
Pros
1. Survival shooter experience, not many of these.

Cons
1. There is a lot that devs tried to stuff in Metro but there just wasn't enough time for everything in this small 6-8hr game.
2. You can buy guns and ammo when passing through market but you hardly have any coin(currency in metro is a bullet made in pre-acoplypse era) for the same. In the whole game you may find enough coins to buy 1 gun or some ammo. You end up preserving it and not using at all.
3. Stealth parts are very few but once you raise alarm every enemy knows your exact location at all times and we are talking about places with total darkness and hardly any light. It's a weird thing for the game that tries to keep focus on realism.
4. Poor Implementation of checkpoints - Checkpoints come after really long intervals and some levels could be really punishing. At harder difficulties some levels can be hard to clear. Also the checkpoints can come at odd times too.
5. Lot of glitches.

Other
1. You are always short of ammo and what little you have you can run through same very quickly if not properly used.
2. Most of the game is in underground metro which means no light just your dim torch. You can use night vision but first you have to find the equipment then you have to find energy for it which is not easily available.
3. As you may have realised above Metro 2033 is a game where realism is a focus, I hope you enjoy the same.