(I shouldn't say 'merely'. It makes it look like I'm downgrading this work, I'm not.)
I think it's a mind boggling ride where traditional conventions of language, logic and storytelling are thrown out the window.
If you want to understand this non-sequitur, surrealist style of writing please look up "Theatre of the Absurd". It'll explain this kind of work very nicely. Bravo to David Lynch for making a movie/play in this style!
From Wikipedia(But please go elsewhere to get a deeper understanding): The Theatre of the Absurd (French: Théâtre de l'Absurde) is a designation for particular plays of absurdist fiction written by a number of primarily European playwrights in the late 1950s, as well as one for the style of theatre which has evolved from their work. Their work expressed the belief that human existence has no meaning or purpose and therefore all communication breaks down. Logical construction and argument gives way to irrational and illogical speech and to its ultimate conclusion, silence.
Traditional plot structures are rarely a consideration in The Theatre of the Absurd.[151] Plots can consist of the absurd repetition of cliché and routine, as in Godot or The Bald Soprano. Often there is a menacing outside force that remains a mystery....
