If the gameplay behind Metro: Last Light had an over-all message, it would probably be wear a diaper along with your radiation mask. The selected 13-minutes were previously seen during E3, but now they're presented completely without commentary or interruption. It makes little scares like the introduction to the new wildlife and the psychic plane nuking events even creepier.
The sequel to Metro: 2033 goes on a different path than the original book's sequel in Metro: 2034. While we're not sure which ending Last Light will honor from the original game, it's safe to see that the illusions still exist mixed with some new "demons" that take to the skies.
Metro:Last Light will be released sometime around 2013, but until then you can see what's the equivalent of a "walk in the park" when it comes to post-post-apoclaypse Moscow.