As Soren Kierkegaard tells us,
There are two ways to be fooled. One is to believe what isn’t true; the other is to refuse to believe what is true.
Agent Cooper knows this well and is therefore perfectly positioned to solve the case of Laura Palmer.
Although, even Coop has to confront doubt once in a while.
By the way, now that you’ve learned to love Twin Peaks, You might also want to try Lynch’s other series, the much more approachable, Northern Exposure.