Twin Peaks: The Final Dossier by Mark Frost
Pretty much a must read for anyone who watched
Twin Peaks The Return as it provides a lot of narrative closure for many of the characters that we did not get over the 18 episodes. I won't go into anything specific, but a lot of theories I had about where certain characters were, turned out to be flat out wrong. Now, one could argue that there's a slight cynical bent to this, and that perhaps Lynch deliberately left stories out to ensure that people would have to buy this and
The Secret History of Twin Peaks to experience the whole story, but honestly I don't have much of a problem with that. It's a great read (and a quick one), so it is definitely worth you time.