Okay. Wow. At first it seems like it’s going to be kind of lame. 1930’s special effects. Surrealism. Bla bla. Wait a few minutes. Wow. You find yourself getting very much into it. It gets you! It’s pretty cool actually.
Great things? The physical performance of the man going against the wind. The return to the mirror against the wind. The music and feel of that scene as well as the visual bares striking resemblance to the finale of Don Hertzfeldt’s wonderful “Rejected” short cartoon. The mystery of the Chinese room made me think of Buñuel’s Belled du Jour (1968). The shot of the women’s feet to make us think of the girl above her seems to be the predecessor of the technique Bresson come to be known for (among other things). Mind you, Cocteau wrote the screenplay for Bresson’s Les Dames du Bois de Boulogne (1945).
In summary, first third pretty good. Middle third is fantastic. Final third begins to drag just a bit. Here then is the middle third for your delectation. Entirely horrible of me to do like that out of context, but I fear otherwise you might never explore Cocteau at all. Maybe this will spark something?