Give examples, because I don't know what you're talking about. I don't recall anything being particularly out of place.
Perhaps we arent talking about the same movie.
Cool. So you can't cite any examples then? That's totally a valid complaint you have.
monster
cowboy
tiny people
lesbian sex scene
charcters that come in and leave for no reason at all
You pretty much said what I expected.
Monster = Early clue about the nature of dreams and reality. His reappearance at a key part of the story reinforces this.
Cowboy = Clear reference to old Hollywood. It's an old cowboy acting Noir-y. He appears as a myseterious character at the party in reality.
Tiny People = The old people from the beginning of the movie, who at the beginning of the movie welcome Betty to Hollywood and wish her good things. When things in the movie make their turn, and the dark reveal is made, they appear as maniacal characters, symbolizing how much things have fallen apart. This is
really obvious, and if you didn't get it, you are pretty much distinguished mentally-challenged.
Lesbian Sex Scene = In reality, the two actresses were at one point lovers, this is explicitly said. The romance fell apart due to the director. Diane/Betty relives the hot lesbo sex during her masturbatory fantasy. Again, pretty clear.
Characters that come in and leave for no reason at all = Who, exactly? The only largely unconnected scene is the one in Winky's with the mysterious old guy. I do think it's kind of loose-endy, but I think the sequence is important in establishing the atmosphere, and it ties into the appearance of the scary hobo.
Really, if you didn't get these things, there's no way you understood the movie.
Lynch tends to not explain things in his movies and allow users to draw their own conclusions. This is also why he never says anything definitive about plots. His movies are all well-made, and I think his policy of not commenting is pretty damned great. In the end, nothing definitive can be said, but there can be many perfectly valid interpretations. In the case of Mulholland, I don't think it is very difficult at all to put things together.