I also can't help but torture myself with these movies that have no clear ending and leaves you with lots of questions. Inception comes to mind, and The Matrix.
You could try to figure out exactly what these movies mean, but the truth is, we aren't supposed to figure them out completely, and they are works of arts, which means that every individual can have their own interpretation of the themes and lessons we are supposed to learn from these movies.
Anyway, back to Twelve Monkeys. Writers Chris Marker (film La Jetée) and David Webb Peoples
create dystopian worlds that showcase the worst parts of humanity--ignorance, stubbornness and evil.
This show emphasizes that anything we have fear of, we dismiss as untrue, and anything that doesn't fit with our boxed in sense of reality, we immediately assume that it can't possibly be true.
Deep, heavy stuff, and makes you question everything and want to squeeze every moment out of life.