Lynch has repeatedly hinted that there’s a correct interpretation to all of his works. He just wants you to have the joy of finding it yourself — which is why he refuses to explain any of it.

Personally, as a massive David Lynch fan, I love the fact that he does this. I must have had half a dozen interpretations of Mulholland Drive over the years — all of which I like even though I’m fairly sure I know the ‘correct’ interpretation.