I don't have any trouble understanding his stories either. His stories are purposefully ambiguous, and I get that. But at the same time, I'd just like to see a little more effort put into it, instead of leaving so MUCH to ambiguity, and the viewer's interpretation.
And yeah, I want to see Straight Story, and Twin Peaks: Fire Walk With Me, and Wild at Heart, and all of his stuff, really. Though Dune really left a bad taste in my mouth. It's just a matter of finding them.