It depends what you have. In the first season, there is a pilot that is a close to if not a feature length film. After the show ended, a prequel to show titled Fire Walk with Me came out. If the first season has the pilot (there is a few Twin Peaks sets), start with that and then after you watch all the episodes, watch the prequel. Enjoy. I wrote a post with regards to Inglourious Basterds and David Lynch. I will post it here so you can read. With this new system it is hard to read all the posts that are posted.
