The electricity has been talked about a lot. I (and some others) think it is a sign that soemthing bad is going to happen.
The more I pay attention to when it appears, the more it seems to happen.
For example, notice how, there is lightning/electricty in Twin Peaks just before Leland arrives in the Sherriff's station. This is indicating the presence of BOB, and that soemthing bad is about to happen. The same thing happens when he dances with Donna, in Cooper's dream, in ep. 29 when Coop is in the black lodge with the doppelgangers and many, many others. It also happens in the pilot when Coop and Harry are there visiting Laura's body - is this because Leland/BOB is about to appear? (As he does.) It would seem so. It also happens with Windom Earle's arrival. There is lightning just before Leo sees him. The lightning and electricity to me definetly forewarn of danger or soemthing bad about to happen. Mainly BOB but possibly others too.. (like Earle.)
It also happens in FWWM when Chet and Sam come into Hap's. I've always wondered what this meant? I think it could have associations with Irene and that maybe she knows more than she's letting on, or that BOB/Leland are on their way to Hap's. Why Leland would be there I've no idea, but it is possible because it's not too long after he killed Teresa..
"watch out for my cousin.."
