If you really want some entertainment, go read what people claim Lynch was saying in that movie (as opposed to what they’re guessing he was saying).
You can’t know what he meant any more than you can know that God does or does not exist. 😉
Art has meaning beyond what the creator intends. If David Lynch wanted people to interpret his films only one way he wouldn’t keep his intentions to himself.
That doesn’t mean though that it’s impossible to approximately guess his intentions.