1. The characters are stupid
2. None of the major questions are answered.
Well, there may be nothing to be done about the first, but the second may have more resolution. A blogger has done an EXTENSIVE analysis of the movie (sometimes frame by frame), to explain the story. I found this very helpful and satisfying, even if I didn't agree all of his interpretations.
It doesn't take away from the problem per se. As my good friend, let's call him "Rick O," said: if you need to go to outside sources to explain your story, then the movie itself is weak.
Only click the link below if you have seen the movie, otherwise it will spoil everything.