Although it is difficult to determine a dominant interpretation for a collection of stories, especially since the stories can be only tangentially related to one another, but actually, Brief Interviews is pretty succinct.
The book is about intimacy. Each story deals with different aspects of loneliness and existential pain. Oddly, though, the book seems to exclusively explore the issue of intimacy from a negative position. Wallace is not just defining the difficulties in modern life that keep us from being connected; he's judging us. He casts a very critical look at sexuality in particular in the B.I.'s by outlining how various dysfunctions were borne and carried to where they are. And he does it from the position of a woman whose very name and voice have been removed. There's a strong feminist interpretation of the book from that position. We don't even get to hear the woman respond to the salacious comments of men who often attempt to manipulate and misuse her attention. So, these men, although they are suffering loneliness, are not engendering sympathy, because they're terrible people.
Even "Forever Overhead" seems to be critical (even perhaps self-critical). On its surface, it seems like a perfect explanation for the existential loneliness that arises in a child when they are told that they are especially talented, or when they begin to be self-aware in a meta-cognitive way. But at the end of the story, there is only one question: Jump, or not jump? There is no standing above the crowd forever, gathering the attention of all those beneath you. You either will jump or not jump. (I say 'you,' because the story is literally in second person. The main character is literally you).
These seem to be the very amusing, very insightful comments of an artist who suspects that the vast majority of people in the modern American culture are ravenously selfish and dangerously alone.