While searching for interesting info about the movie Memento, I stumbled upon this very good article with some further analysis:

Leonard has suddenly become an Everyman in a potentially infinite purgatory, blindly trying to revenge an act that has already been avenged, and finding himself manipulated, over and over, by people who would use a splendidly configured avenger for their own ends.

Confusing? Absolutely. Demanding? For sure. This is one movie that actually forces to keep re-examining the situation and straining to make mental links. But, dramatically, the device works. Because it puts us in Leonard’s shoes. Like him, we don’t know what preceded the scene we are currently in.