Here are my 3 thoughts/theories so far..
1) Richard is the only Cooper. There is no Dale Cooper. There is no Evil Coop. There is no Dougie. Everything is in Richard's mind/dream. Richard is really an FBI agent but he is the person we see only in episode 18. That dude is just a normal guy, not Good as Dale Cooper nor evil like Mr. C.. same goes for Dougie.. He has created all these imaginary persons of himself. He made these multiple identities.
2) We all are inside the dream of Laura Palmer.
3) After Cooper tries to change the past by saving Laura it had as a result everything to change, by everything i mean, every single thing, that's why we see such a different world.
So Richard and Laura are both dreaming? And we are inside Laura's dream?
I really don't buy any of these dream theories, but I would like to know why Laura was "the one".
Lynch is messing with us for sure. To be honest, you could make any of these theories fit if you try hard enough, and the point is you probably shouldn't have to...
If the place that Dale and Diane went was any particular entity's dream, it was the Mother's. It seems clear that she took Laura because she was a threat, and hid her in that place. And that place showed a shifting reality - motel/hotel, classic car/modern Lincoln - in which people have alternate identities. Which is very much like a dream if you pay attention to them (at least mine are like that).
Dale resisted the change to the Richard identity to a degree; Diane couldn't resist hers. Laura's scream was her 'waking' within the dream and ultimately resisting.
So no, I really strongly believe that the end doesn't mean that the TP we know was 'all a dream' belonging to any one person in particular. It's a very mundane read, and it doesn't fit the evidence either IMO. In fact, it's the reality at the end that seems especially dreamlike.
Frankly, I like this ending the more I talk and think about it.
Fire walk with