I just thought I'd do this for @henryeatscereal. He was all for it anyway.
And yeah, even as somebody that doesn't watch movies that much, let alone horror films, became a David Lynch fan himself. I'm new to his works though, but what I thought of doing was to just get Eraserhead, Blue Velvet, Dune, and Mulholland Drive. And like many other NIN fans that didn't get into him beforehand, I got into Lost Highway first.