As I read most interpretations of Utena written by western viewers I feel they’re missing the most important point of the whole series; this situation is almost the same as how western viewers saw the ending of TM 8.0 completely different from how Japanese viewers interpreted that very same ending.
I liked how you used wrong in the title of your post because from the very first episode of Utena, we the viewer, can see that EVERYTHING is wrong about the Ohtori Academy, and most of its students. The Othori Academy is an example of traditional Japanese society that has fallen off the path of social obligations and proper respect for one’s duties, and the concept of wrong memories, wrong motivations, and wrong self-identification fits perfectly.
If you take away the surrealism of the situation and look at the series and judge the characters by how they either conform or deviate from expected cultural norms it’s not hard to see why most of them have a bad end.
Almost all of the characters, Utena included, have given into their personal desires (ninjo) and have forgotten their social obligations (guri). Even in modern Japanese society, a great deal of weight is placed on the Confucius values of knowing one’s role in the family, and society (school, government, and so forth).
So, on first principles, A is A: Aristotle’s Law of Identity;
Everything that exists has a specific nature. Each entity exists as something in particular and it has characteristics that are a part of what it is. “This leaf is red, solid, dry, rough, and flammable.” ……….To have an identity means to have a single identity; an object cannot have two identities. A tree cannot be a telephone, and a dog cannot be a cat. Each entity exists as something specific, its identity is particular, and it cannot exist as something else. An entity can have more than one characteristic, but any characteristic it has is a part of its identity.
So, most of the characters fail to realise what they are and what their proper role is “if you’re the eldest son, be the best eldest son possible; if your a member of the student counsel, try to be the best one possible; if you’re a prince be the best one possible”. Using this line of thinking you can pretty much see that Utena is not an unique character in anime or manga, you can see parts of her in Princess Sapphire from Princess Knight (1967) where Princess Sapphire was born with the heart of boy and the heart of a girl, and you can also see parts of Utena’s struggles in Lady Oscar from the Rose of Versailles (1979).
So, what I’m getting at is A is A; Utena should arise from the flames like the phoenix as (?), or emerge from her coffin and be reborn as (?), well, that’s the question. I’m waiting for your end of the series post so I don’t have to worry about any spoilers, and we can let it fly.