I'm not sure how well this would work if you were not already familiar with the series.

We meet most of the characters that are in the series (even though some are not the same actors they are in the tv series - most notably moira kelly takes the place of lara flyn boyle). The movie focuses on Laura Palmer. The downward spiral of Laura's life is much grittier than the TV series.

By the time we get to the roadhouse, the movie has become a cinematic merry-go-round. Loopy camera passes and automobile shots (that will be the heart of Lost Highway) dominate.

I think that Fire Walk with Me should be included with the pilot episode. It's a nice companion and shows a much darker vision of what Twin Peaks might have been. Now, if only they would release an American version of the pilot episode...