In the first minutes of the Pilot episode, while Pete is ready to go fishing, Josie takes her gaze from her makeup table and turns it to where Pete is heading. She gives a sly, secretive look that clearly reads 'He will now find Laura's body'. This moment apart from making me instantly intrigued by Josie, who I knew would be part of something very dark and secret, actually made me wonder if she had anything to do with Laura's death. I've always thought and actually been quite sure that Josie has had a strange, unknown connection to Bob (hence her being trapped in the hotel's wooden handle) and that she was much more than Laura's English student. That intriguing little glance she does must be intentional and I believe that Lynch wanted us to know beforehand that Josie was part of a dark world of secrets. This small detail, before we actually saw the body wrapped in plastic, seemed to foreshadow a lot about what was going to happen with Josie in much of the following episodes, but would also signal some involvement in Laura's death, an involvement that in my opinion, would have been touched if a 3rd Season could have been made.

What do you think?

Part of the Peaks aprcrypha is that Josie is the mysterious Judy's cousin. 

Here is an interesting Frank Silva quote on "what happened to Josie:"

"Bob...took her away to the Red Room, I think. If you notice, in the Red Room you do see Josie's body. You don't see her face, but you do see her body sticking out of the Red Room curtain. In the series, there's a scene in the Red Room where -- Joan Chen wasn't available at the time, so we had to get around that, but there was a double of Joan. You saw just the body, and her head was outside the Red Room. But she's in the Red Room. You'll see Josie's body -- the last outfit that she had on -- you'll see that body with the outfit. And her heads sticking outside the red curtain"

Much is made of the obvious symbolism in that first scene and how closely it relates to the last scene, bringing everything full circle.

Mirrors, portraits, shadows are all forms of doubling that appear in Twin Peaks. All of these are embodied in the doppleganger ("double goer"), the archetype Freud used to stand for the feeling of being haunted that comes with repression.  Josie is clearly haunted-- this is how I read that expression-- by what she believes she did to Andrew when Pete goes fishing.  She's putting on makeup; a mask over her shadow self.

What we hate and fear most in the world reflects what we most despise in ourselves, according to psychoanalytic theory, and this is how the doppleganger most often manifests in real life.  Cooper sees BOB in the mirror, too.

If you read the show this way, BOB really IS "the evil that men do."  Leland, Cooper, Josie, Laura. He's everyone's doppleganger. The goal of psychonalysis is to realize you're one with your shadow, and that you ARE your mirror self.  (This is also how the chase and merging of Frankenstein and the monster in death are read.)

Holy crap...until this very second I never realized that the first scene of the first episode and the last scene of the last episode parallel each other.

You just blew my mind...    

It works if you think about creepy feelings of persecution by a mysterious "Other" as really the "other" (the mirror image you struggle to assimilate.)

BOB is all about Das Unheimliche, especially in the Secret Diary. Eager for fun...everybody run.

well, we also have to remember that this was a pilot to a murder mystery.  And any actor and director is going to film most characters as being a suspect with lots of reflective shots for the viewer to ponder what they are thinking, did they do it? etc.  Audrey's quit, smug reaction shot in the classroom is similar; Catherine's face after she hangs up with Ben Horne; James on the mountain top holding the locket.

The mirror has always been important to Peaks- a character delving into the duality; everyone has two sides to them. (Josie in the opening scene; Audrey inspecting herself at One-Eyed Jacks; Donna and Audrey the "good" and "bad" girl talking to one another via a mirror in the bathroom; Leland before he commits Maddy's murder, Windom through a fractured mirror, and of course Cooper facing himself in the last closing image.