A good thing about this(or maybe any) David Lynch movie is that you can interpret it in your own way. just like fred madison does in the movie.
I think it is better not to read any reviews or explanations about the movie as Lynch himself doesn’t like to explain his movies, and better interpret it in your own way. it looks like Lynch wants this movie to be an experience-a dreamlike thingy- rather than a storytelling. or maybe, i am over analyzing. dreamlike sequences, contextless, sudden change of setting, puzzling dialogues- characteristics of a Lynch movie- all exist. a noir film.