Here's an entire list for Twin Peaks books and resources for those who can't find/access them!!
I organized them in chronological order for those who started to watch the show and want to avoid any spoilers:
The Secret Diary of Laura Palmer (Written by Jennifer Lynch): To read after season one, and you can also read it during season two. You must read it before watching Fire Walk With Me. It starts in 1984, and ends when Laura dies. It's a very graphic book, and I recommend to read it when you're in a nice headspace, because it mentions eating disorders, abortions, drug use, rape, among other things.
The Autobiography of Special Agent Dale Cooper aka My Life, My Tapes (Written by Scott Frost): To read after/during season two but you must read it before The Return. MLMT starts in 1967, and ends right when the first season Twin Peaks starts.
The Access Guide to Twin Peaks: It's a basic guide to the town, characters and mythos that was written by the writers of the show. It's not a must read like the rest, but if you're interested in knowing more about the town and its people, it's a great read! EDIT: Thank you so much @laughingpinecone for sending me the link!! Everyone go check her blog out, it's amazing!! :D
The Secret History of Twin Peaks (Written by Mark Frost): To read after watching the original show and FWWM, and before watching The Return. It's a compilation of documents, letters, clippings and notes compiled by an unnamed individual referred to as The Archivist. A character from The Return analyses and adds notes to the dossier done by the archivist, that was once property of Agent Cooper (But he's not the archivist).
The Final Dossier (Written by Mark Frost): To read after watching The Return. A character from The Return interviews people that were significant in the show, including some that didn't appear in The Return.
The Twin Peaks trading cards: They were created by the writers and done in 1991. It includes almost all of the important characters but Denise Bryson. You get everything from the birth dates to the zodiac signs of the characters!
All of the books (but the access guide) are fundamental to understand the story of the show and the characters, particularly Cooper and Laura. They're also all canon and all of them (but The Secret History) are quite short and nice reads! I also found them to be great extensions of the characters.
Just because Lynch didn't write any of these doesn't mean they're less important (noting this considering mainstream media and Twin Peaks analysts always give David Lynch all the credit, but ignore Mark Frost) to the show.
EDIT: Thank you all for the notes!! I forgot to mention, but the pdfs of Cooper and Laura's books, at least the links I attached to Glastonberry Grove are designed in a way that you could later print it and read it as a book. That's why it looks like the pages are all over the place. My recommendation is to copy and paste the text in a word and convert it to PDF, which is what I did. There are also two copies of both available on the Internet Archive! :)
Sources used here are Glastonberry Grove (that has EVERYTHING from the scripts to the mythos. It hasn't been updated since 2006 but it's a great archive for Twin Peaks stuff. God bless Glastonberry Grove) and the Internet Archive!
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