I can remember watching it a few times and from what I can remember, it was a little strange, wasn't it?
I went to get a DVD of Mulholland Dr.. I had been so impressed in the theater, especially by the then relatively new Naomi Watts. Anyway I got into it and, as with most DVDs, stopped to do something, but could not pick up where I had left off. David Lynch insists that his films be viewed from beginning to end in one sitting. A benevolent dictator.