Consider the film's experimentation with narrative. What kinds of narrative 'sense' does it make, and in what ways is it resistant to any such 'sense'? Why is the film so interested in the act of storytelling, even as it refuses to give us a single, consistent story?
What is the significance of dreams in this film? How do the scenes that are overtly marked as dreams relate to those that only turn out to be dreams after the fact, when there is a cut to a character awakening in fright? And how do these both relate to the portions of the film that are not marked as dreams as all? Does the film suggest any consistent division between actuality and dream?
Do dreams in this film give access to unconscious desires, as they were thought to do by Freud and the early Surrealists? Why or why not?
What is the role of social conventions in the film? Can society, as Buñuel depicts it, function without them? How are social conventions obeyed in the course of the film, and how are they transgressed? How do they work in terms of class and gender? How do they work in relation to the conventions of filmmaking?
Consider the role of sound in the film: the types of sound effects that accompany various sorts of scenes, the moments when important information in the dialogue is blocked by loud noises, etc. (Note that Buñuel takes the credit for 'sound design' in the film, even though he was close to deaf by the time he made it).
What is the role of repetition in the film? (This would include, but not be limited to, the scenes of the main characters walking down a country road).