However twisty you want your story to be, ultimately there has to be no lack of clarity. You can leave the reader wanting more, but you cannot leave them with uncertainty. You can lead them down different paths, but they can't be blind alleys. There has to be a main road (your theme) and all the tangent paths leading away from it (your plot) must also allow you back again, however much of a loop they take you on first.
Rollercoasters are a mixture of fun and fear. They throw you around at an amazing pace, but you enjoy them only beacause you know you will be brought safely back down to earth at the end. However many times you get on, you always want to be sure you will climb off feeling delighted with the experience, not left up there, dangling and abandoned.
Stories are the same. Don't leave the reader in a state of neglect and bewilderment.