Yea, of course, he's weird but it's like any other real art, gives you freedom to understand the way you want. And Angelo Badalamentis' music is great.
Right now I'm downloading Eraserhead, his movie from 1977., and this one is really, really weird.
The freedom of understanding the movie the way you like is something I'm a big fan of but I think Lynch over-does it. I mean look at Mullholland Drive...he even has a list on the DVD for better understanding of the movie.
And in the end it is nice to actually know what the director is trying to send, with Lynch it is impossible.
But still I am not decided if I like his movies or not....maybe it is something he also wants
I don't know about Mullholland Drive, don't have dvd, but I've heard that he has something like that for Lost Highway.
Maybe that's his trick, to make us think about his movies.