You can’t talk about structure without talking about plot. Plot is the most important feature of story. Something needs to happen. Two friends sitting at a bar talking is boring, (and if I wanted to watch that, I’d go to the bar.) These two friends can start out talking at the bar, but then what? All stories must have a beginning, middle, and an end. (Aristotle said that.) All good stories have a conflict and a resolution, because audiences want something to happen and they want whatever happened to affect a change.
Most screenplays are organized into a three-act structure. It’s a tradition of storytelling that comes from theatre and is easily identifiable (and expected) by audiences. Audiences like to feel safe. Structure is safety. You want your story to be full of compelling surprises. You want to make your audience think and figure things out. They should not be confused by the way in which you present to story to them.
You may be thinking, "To hell with convention. I'm going to do things how I want to do them. I'm original!" Great, yes. But be original with your story, characters, complexities of the character, not the frame you choose to tell it in. It's like the frame of a house. You should not build it with honey and sponges, it won't be sound. Build a solid frame and then, add your honey and sponges, create your bizarre reality around this backbone that you can trust to stand up on its own.
If the dependable structure is there supporting even the most complex, unreal plot, your audience will have a better chance to not only follow along, but to believe your story because they trust the way it's being presented. Even a films like Memento, and The Science of Sleep follows the structure. Lost, with all it's subplots, flashbacks, physics, and time-traveling follows a structure in each episode and in the series as a whole.
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