"Mulholland Drive" is one of Lynch's most comprehensible films. Most of his films are very complex.
My interpretation (without spoiling it for other people) of "Mulholland Drive" is:
Hollywood can be very cruel to some people who look for success to come easily. Also, we think of Hollywood as a happy place. It may be that way on the surface, but Lynch shows us the dark side underneath.
"Mulholland Drive" has many things that are open to interpretation, including the blue box and its key. Everybody has their own views. We'll leave it at that.
Yes, I did see "The Straight Story" a while back. It is a good movie. It's a unique Lynch film because it has a "straight story" (pun intended ). There's no weirdness to it at all. Yet, it is a moving film with a lot of moral values. Lynch did this film to prove he could do something completely different and he succeeded.