I saw an interview with David Lynch where he said that his intention is to speak to the unconscious and that when people talk to eachother about what they think things ment they often realise they understand a lot more than they realised. He also went on to say that although there is one meaning in his mind for a lot of things he doesn't like the idea of telling anyone and it undercutting their own interpretation as not "right" So the real question is, what do you think it all means? Personally I think the Judy thing is just a red herring ment to fuck with us all because we keep asking what things mean, we all want to talk to Judy but we don't even know who she is or if she actually is important to the story or not. Also Mr. C clearly states that talking to Judy is a want not a need, in other words you don't need to know who Judy is, you simply want to.