Memento
It appears that Nolan actually got less confusing as his career progressed because what in the actual you know what did I just watch. People who say Tenet is hard to understand and that Nolan tried too hard on it clearly haven't watched Memento because at least in Tenet there's some semblance of chronological order. Putting that aside, Nolan's genius was visible so early in his career as seen in this movie. The way the two plot lines came together and the dread you felt while nearing the inevitable conclusion that Lenny is never going to find peace we're perfectly crafted by Nolan. I do wish we got some sort of tie up of Natalie's storyline as how they met wasn't very clear to me. Regardless of that Memento is one of the best mysteries I have ever watched and left me wondering what was going to happen next after (before?) every story beat.