And yet the odd characters in “Des Moines,” which had its New York premiere on Friday night at the Polonsky Shakespeare Center in Brooklyn, can’t even use the depth chargers (as they call the drink) that they consume as an excuse for their peculiarities. The play, written by Denis Johnson and presented by Theater for a New Audience with Evenstar Films, drops a cast of characters into the depths and doesn’t try to reel them back in. Instead, we’re often the ones lost at sea.