With regards to the curtains:
The red curtain is a recurring symbol in Lynch’s works, having its
first appearance in Blue Velvet. He has expressed his fondness of a
particular moment – the moment when you are sitting in a movie theatre
and the lights go out, the curtains open, the movie begins. And it
takes you to another world. This particular moment is what has
inspired Lynch to use this symbol more than once.
The red curtain acts as a medium, a Demiurge of sorts between the
real, material world and the dream world. In Twin Peaks, the Red Room,
with red curtain walls is the place where spirits go on their way to
perfection, a place halfway between both worlds where anything can
happen and there is no problem with time.
This Tumblr contains a selection of (unfortunately unsourced) quotes:
“Curtains are both hiding and revealing. Sometimes it’s so beautiful
that they’re hiding, it gets your imagination going. But in the
theatre, when the curtains open, you have this fantastic euphoria,
that you’re going to see something new, something will be revealed.”
That same quote is also posted on this page.
In this interview Lynch claims not to know the origins of his fascination:
'I don't know where it came from, but I love curtains. There is
something so incredibly cosmically magical about curtains opening and
revealing a new world. It resonates on a deep level with people.'
Here's an interpretation of the theme by Matt Pearson:
The world beyond the radiator is given a very theatrical setting; the
stage, the spotlight and the surrounding curtains. This idea of
performance recurs also; it is a stage on which the Elephant man is
displayed, where Dorothy sings in Blue Velvet, and Julee Cruise in
Twin Peaks. When Sailor dances in Wild At Heart it is very exaggerated
performance, as is Lil's dance in Twin Peaks: Fire Walk With Me. The
curtains are a motif: the title sequence of Blue Velvet, the decor in
the Black Lodge (the floor design mimicking that of Henry's apartment
block) and the academians view of the Elephant man; silhouetted
through curtains. Nadine, in Twin Peaks, is obsessed with the smooth
running of her drapes. The curtains also link us to night-time, when
most of Lynch's action is set, especially in Eraserhead and Blue
Velvet. Spotlights are used to highlight certain elements of
mise-en-scene, with unnatural pools of light featuring strongly,
especially in the black and white films. These pools of light are
often cast by standard lamps which are compulsory furniture in Lynch's
world.