Like with Memento, another film dealing with memory loss, it takes some time to get used to the storytelling. The main reason is that no one explains nothing at first... clues come all along the movie up until the end. You're not taken by the hand and shown anything. Like the main character, you're thrown in the story with no real point of reference and it takes some adjusting.
But that's also what makes the movie interesting. The ending can be perceived as weak if you're watching it like a thriller but if you're looking at it from a psychological point of view, it's really impressive what our minds can do and the mysteries still to unlock in our own brains.
The acting is pretty good (except Piper Perabo who is not good enough to be creepy or believable as anything else than a goodie-2-shoes) and the direction is SUPERB.
Don't misunderstand, the tension IS there so you'll get your thrills but it's not a mystery movie so much as a psychological drama about denial and acceptance. In the end that's all there is to it.
Don't take my word for it... check it out as soon as you can.