Let’s see if we can sum this up. In the woods near the town of Twin Peaks lives a great evil of some kind. That evil had been at work for years, but when we came in in 1990, it’d possessed Leland Palmer and used him to repeatedly assault and finally kill his daughter, Laura Palmer. FBI Special Agent Dale Cooper was called in to investigate the murder, and in the course of that we learned about the spirit that called itself BOB, which possessed Leland and fed itself off of pain.
In an effort to stop that great evil, Cooper followed the evil into the place from which it originates, called the Black Lodge. Cooper was trapped in the lodge for 25 years, replaced in the real world by his doppelganger, Mr. C.

Twin Peaks: The Return picks up when Coop finally escapes the lodge with instructions from the giant, who we now know is called the Fireman, to stop this great evil. He escapes via another doppelganger Mr. C had set up as an apparent backup plan, and that’s Dougie Jones, a gross insurance salesman with a taste for gambling and prostitutes, who looked like a twisted version of Coop the same way Mr. C did.
The Return is about Cooper trying to take back control of his form and his fate so that he can fight the evil that took Laura Palmer and will likely threaten the greater world.
Cooper finally regains control after a long struggle and makes it back to Twin Peaks in time to have a showdown with Mr C., which ends with the spirit BOB being destroyed. But we learn in the finale that there’s an evil greater than BOB afoot, something Director Cole (played by director David Lynch himself) and his team have come to call Judy. With BOB destroyed, Cooper knows there’s still work to be done, and steps into Judy’s world to undo Laura’s murder at the hands of BOB and fight whatever it is Judy is, and that ends up twisting up time and space.

That leaves us with the final episode: A strange Cooper waking to a note addressed to Richard, in a city in Texas. He seeks out and finds Laura Palmer, but she’s never heard of Laura Palmer or Twin Peaks; her name is Carrie Page. The two travel to Laura Palmer’s house, where Carrie can hear a voice whispering for Laura – from the house? From the Black Lodge? Cooper asks, “What year is it?†and Carrie – or is it Laura? – screams the way only actress Sheryl Lee can scream.
In between all of that are tons of little plot threads that offer clues to the greater story and its themes, that help set the tone of the other scenes, or offer relief from the tension those scenes create. The central story, though, is pretty basic: It’s good versus evil, where good is a few honest lawmen and evil is an ancient, otherworldly force. Even when they’re well-prepared, it goes about as well as you’d think.
Article source: https://www.technobuffalo.com/2017/09/06/twin-peaks-finale/