Very good game.
You dont need GFWL to be able play or coop.
Coop is very nice. You can play with a friend. The difficulty is easy on amateur so its fun :)
You can also open your lobby to other internet users or join someone's lobby.
The game saves progress so you dont have to worry about anything. Just make sure you finish the chapter before quitting, otherwise you may go way back in the chapter story.