Also, if you like David Lynch, I HIGHLY recommend the show he did immediately after og Twin Peaks, it is called On The Air. I admit, it took me two tries to get through the first episode. I HATED it at first, but once the humor clicked, it was one of the funniest shows I have ever seen. Worth the effort.
I agree, though I think I laughed hardest at episode 2 and 3. The very last episode, 7, is iirc written and directed by Lynch, and it is Weird.
Lynch also did another TV show around this time called Hotel Room. I couldn't get into it. Maybe it is because he only directed it, rather than writing: https://en.wikipedia.org/wiki/Hotel_Room
Mulholland Drive started life as a TV show too, which never aired.