In his bestseller "Catching the Big Fish: Meditation, Consciousness and Creativity" Lynch shares his discoveries and gives practical guide how and where to catch the big fish, i.e. the big idea no matter what you do. It's a must-read for any filmmaker but it's very useful for any person who is interested in meditation and mindfulness.
And if you are interested in Lynch himself, his life and how his films were created, then the best way to learn about it is "Room to Dream" - a collection of not only Lynch's interviews, his memories, and therefore, his point of view of his life and work, but also his family, friends and colleagues - their perspective of the same milestones of Lynch's life. It becomes very vivid how different these perceptions can be despite the level of closeness.