 would  film it, creating a series of seemingly unrelated scenes; the first  scene filmed was Laura Dern (qv)s monologue to the silent  psychiatrist. As time progressed, he began to see how the stories  were connected, and continued filming scenes for it until he had  what we see now. Rumors that Lynch began filming without a script  are more or less incorrect, as he would write a short scene and film  it, without having the intention of making feature length film.