David Lynch is one weird wacked out dude, which is pretty well acknowledged by now. His first movie "Eraserhead" was a vomit-inducing dystopian nightmare of banality, dehumanization, and psychological tension wound to it's breaking point. It was enough to let the world know he had gone to art school and probably tried some drugs.
Then he did Blue Velvet, and at least it wasn't a hellish looking alternate reality, and it seemed to take place in a mostly normal midwestern town. But it was still weird. Really weird. Probably the most normal things about it are that a 1:1 ratio is maintained between "roles" and "actors" (so you actually know who people are when you see them onscreen) and that the story actually takes place in chronological order at all.