It's a very bizarre and surreal experience, as are most of the movies by the director, David Lynch.
There are one or two jumpscare-like scenes, where the camera cuts to strange imagery and loud music suddenly starts playing. Can be startling but the shock wears off quickly. There are also a few other scenes where the music suddenly gets very loud and it can be unnerving.
The movie has a pervasively dark and eerie atmosphere. Ambient sounds play through pretty much the whole movie that can be eerie at times.
There are many surreal and strange scenes and visuals, that can sometimes be very intense. The climax of the film is especially intense.
Some characters behave strangely and can be uncomfortable to watch.
The whole movie is basically intended to be one long nightmare based off of a man's fears. The movie is very distressing.