I absolutely adore Lynch!
It's quite difficult if not impossible to boil down any of his works to a single meaning, but Blue Velvet (and much of Lynch's work in general) is largely focused on the exploration, violence, and horror beneath the veneer of American society.
One of the first shots of the movie makes it quite explicit: beneath the white picket fences and happy families are masses of writhing insects.
Inland Empire is significantly more complicated and touches on the exploitiation of women in Hollywood, the unreality of American life (what is fiction and what is real?), and the alienation that unreality causes.
I strongly suggest watching Twin Peaks if you want to try to get a better understanding of Lynch. It's a lengthy work consisting of three seasons of TV and a film but it's absolutely worth the time investment. Some of it (looking at you, Season 3) is absolutely as difficult (or more) than even inland empire but somewhat paradoxically I find the length also means you have more information to work with while tying it together in your head and thus provides a better opportunity to come to your own conclusions rather than the one and done nature of a film.
What confused you about Blue Velvet? It's a rather straightforward one as far as Lynch goes.