I agree that the Fireman's speech to Cooper is both the opening and the beginning to the show. It closes the loop and lock us in to the oroboros that is this story. Cooper is being advised to remember Richard and Linda, but also being asked if he remembers them. It works from both sides. 

This is not the only point in the series that has different meanings depending on which point in time it's viewed. When Diane and Coop are having sex it is simultaneously the first time that they do it, when Diane comes to recognize that Coop is not pure of heart, but that he contains elements of Bad Coop, and it's the final time that Linda has sex with Richard, when she finds that she no longer recognizes who he is. 

I think Diane agreed to the duties of the role of Linda not realizing it was more than she could handle.  She was damaged by Mister C, and the sex magic was too much for her, even though she took on another persona as Linda.  I believe there was bleed through from the Dale Cooper/Diane reality.  I'm not sold on Dale being evil or partly evil.  I just think he was Richard, and Richard was different.