There are deeper truths than understanding a character's motivations, deducing what an object means, or tracking a story's progression from A to B. There are more elemental ways of understanding art and horror. Mulholland Drive, David Lynch's famously elliptical, fragmentary movie about jealousy, self-destruction, and the desire for and fear of one's idealized self and the manifestations of one's dreams, is horror's greatest single piece of solution-proof storytelling. It presents not a puzzle box to be solved but a kind of vaporous Rorschach test, a shadow into which Lynch's unspoken understanding is poured and in which can see ourselves through a foreign lens.
It can be a challenge to let go of needing to understand a story. While there is an intelligible plot to Mulholland Drive it does not follow a straight line or make itself vital to the experience of the film. Its scares, like the realized of dream of the figure in the alley behind Winkie's Diner, are elemental and disconnected from its primary threads. Lynch introduces and abandons characters without concern for where they fit into the plot aside from thematically and in terms of mood and tone. Whatever the origins of the thing behind the diner, or the life and motivations of the man who dreams of it and later sees it realized, it's the emotional impact of the scene that matters. Lynch takes the premise -- that it would be terrible to see your nightmares come into the flesh -- and proceeds through it with workmanlike precision. There's nothing else because it doesn't need anything else.
Mulholland Drive is frequently cited as a crucial film in understanding cinema as dream space, and in its distorted mundane situations (a nightclub where a singer appears to die mid-act, her recorded voice singing on as she's dragged from the stage) and swapped identities (Betty becomes Diane Selwyn, or always was, or will be) it snatches at the kind of giddy joy, anxiety, and helplessness which so frequently dominate our dreams. The logic of the film is driven not by conventional storytelling tenets but by desires, whether adverse or acquisitive. It is a film about what we long for and what we secretly dread already lurks within the fabric of our lives: rejection, unbeing, the slow disintegration of the self into an unwanted and unneeded object.
For those new to horror there is no experience more valuable than allowing a film to wash over you, to work against your natural desire to understand it and instead focus on it as a sensual experience. Which colors is the director using, and how do they correspond to what's happening onscreen? How do the characters look and sound? What are the sets like? Where are the lights focused? How does the music make you feel and why do the scares get under your skin or fall flat or leave you shaking? Horror resides in the body, deep in the pit of the stomach, as much as it does in the mind. Lynch understands this better than any other director now working.