Do you have any comments on Mullholland Drive? Perhaps I'm showing off my shallowness here, but that movie just seemed to be mostly random scenes, under the guise of being deep.
Good examples are Mulholland Drive, a movie about dreams and reality. And Lost Highway, a movie about denial and jealousy.
Basically, the first part of the movie is Betty's dream and the second part is harsh reallity. After watching it, I was as confused as you but still was amazed by the movie. What I like about Lynch's movies is the "trippy" experience.