After he had the dream sequence in episode 2, he called Sheriff Truman in the middle of the night just to let him know he knows who the killer is. Not only does he not go into details, he says it can wait until morning even though he felt the need to call him in the middle of the night just to let him know that he knew, yet not tell him. Then the next episode opens with him conveniently forgetting. I know this was done to drag the LP storyline out, but I always thought that was a lame copout and the writers should have come up with something else more creative and believable.
"Harry, I'm going to let you in on a little secret. Every day, once a day, give yourself a present. Don't plan it, don't wait for it, just let it happen. Could be a new shirt at the men's store, a catnap in your office chair, or two cups of good, hot, black coffee. Like this." -Dale Cooper
