If by “first game” you mean HL1, you could try playing “Black Mesa” which is a fan remake of the game, in the same engine that powers HL2. It’s not a 1:1 recreation, but it’s close enough (and I feel it improves on some things).
HL2 is also 3 seperate games (HL2, HL2 Episode 1, HL2 Episode 2), so make sure you have all of those in your library.
At the very least, I’d suggest playing HL2/EP1/EP2 before Alyx, since those would provide the expected background for Alyx, despite it technically being a prequel-ish thing.
Gabe Newell on why game delays are okay: 'Late is just for a little while. Suck is forever.' (www.pcgamer.com)