Mulholland drive is all based on symbols. That being said, I still don't know what the movie is about.
The first time i watched it I had no idea what was going on. If you watch it again things start to make some sense. For me the key was figuring out what was happening in real time in the second half of the move and what was flashbacks. Here is a site that does a good job of interpreting the film. Keep in mind that this is just an interpretaion and is not necessarly correct. Warning Spoiler site http://innergrail.com/mulhollanddrive/index.htm
What was confusing about it? I might have missed something, but the only thing i can think of that might be was the plane flying over.