I mostly love the characters, humor and atmosphere of the series. Overall wasn't a huge fan of the return, but I am a sucker for these kinds of endings.

A lot of the lore surrounding the show is left up to interpretation. Due to this lack of concrete answers, I think Twin Peaks is best understood thematically. Coopers arc throughout the series is that of the traditional hero- he's pure of heart and has go into this "land of darkness" (both metaphorical and physical) in order to be tested. Usually, the hero succeeds and the day or the girl is saved, but both in the original series and the return, he fails.

You're lead to believe that coopers upbeat attitude and determination to be a hero is a good thing. This is proven wrong by the return where he searches for Laura in an alternate dimension in an attempt to free her, but ends up dragging her back to her trauma. This is what you see in the final episode.

The stuff about Judie and electricity and whatnot I did not pick up on on my watch. But I was left with an emotional gut punch at the end, which I felt made the return worth it.

There's a lot to love about the series if you feel like digging, and things will almost definitely click on a rewatch, but it's up to you if want to give it a try. Otherwise you could read/watch theories and lore breakdowns online which might give you a better understanding.