What We Still Don't Know
"Further Instructions"
How did Locke, Charlie, Eko, and Desmond survive the implosion of the hatch? Why did Desmond end up with no clothing and an ability to see the future?
"The Cost of Living"
Why would the smoke monster kill Eko? Were his last words really "You're next!" to John or was that one of Locke's many deceptions?
"Flashes Before Your Eyes"
How did Eloise Hawking end up with time traveling abilities. I know she's a protector of the island and all, but her role in this capacity has yet to be explained.
"Stranger in a Strange Land"
Who is Isabelle? Tom referred to her as "The Sheriff". In this episode it seems like she's second in command but that doesn't exactly pan out later on.
"Left Behind"
Why did the monster take snapshots of Kate and Juliet when it first confronted the two of them? Was that some kind of fail safe so it wouldn't attack an "Other" in good standing?
"One of Us"
Did Jacob really cure Juliet's sister of cancer? If he did, why did Ben get cancer?
"Catch 22"
Why did Desmond seem to flash only on Charlie's death? Plenty of people died on that island since Desmond was introduced as a character, what's his connection to Charlie?
"The Brig"
Why does John have to kill his father? In a society that bars entry to Sawyer and Kate for murder, it seems counter intuitive for murder to be John's ticket in.
"The Man Behind the Curtain"
What's the deal with Richard Alpert? I mean the dude doesn't age. I'm almost positive he came to the island on the Black Rock but the show has not confirmed it yet. Why can he leave the island and still not age? He's more than one of the walking dead, but how much more?
Annie is the one person that Ben seemed to make an emotional connection with (during his entire life) and I'd like to know what happened to her.
What happened in the cabin with Locke and Ben? Who was the entity in the cabin with them? I think it was the Anti-Jacob from the end of season 5.
What did Alvar Hanso do for a living? The hatches and people he brought to the island have to have been incredibly expensive (even in 1970's money), how can he afford to foot the bill for the entire Dharma Initiative?
"Greatest Hits"
Desmond's vision of Charlie's true death was wrong. He said he saw Claire and Aaron get on a helicopter but we all know that Claire did not make it off the island.
"Through the Looking Glass (Part I)"
Who sent "Tall Walt" to John?
Inconsistencies
"Par Avion"
The woman who played Claire's mom in this episode was not the woman who showed up to Christian Shepard's funeral and spoke to Jack about Claire. I'm placing this under the inconsistencies section because I think it was a casting issue as opposed to the new version of Claire's mom being an agent for the "Others"... unless she's an agent for the "Others".
Worth Noting
I have a hard time understanding how Lost was such a compelling show without Ben, Juliet, and Richard Alpert.
In the episode "The Cost of Living" Ben takes Jack to Colleen's funeral (Sun shot her on the sailboat) and we witnessed the burial of an "Other". They put her on a funeral pyre floated it out to sea and then lit it on fire. I wonder if the Norse styled burial was so Colleen would not become one of the islands walking dead.
Sad irony in "Flashes Before Your Eyes" when Desmond walks out on the street in London and sees/hears Charlie performing Wonderwall, "I said maybe, your'e gonna be the one that saves me". Maybe not... sorry Charlie.
I think when the writers were breaking the back story for Jack's tattoos (Stranger in a Strange Land) they realized the old flashback formula needed some tweaking.
I loved Jack's touchdown dance at the end of "Par Avion". It was perfect for the moment.
Hurley tricking Sawyer into being a "decent" human being in "Left Behind" was a series highlight for comedic moments.
Juliet is terrific. I really want her to end up with Jack, they are good for each other. I seriously hope she's not dead.
The last scene in "Through the Looking Glass (Part II)" at the airport was completely game changing. It saved Lost from a formula that would have made it completely stale if allowed to go on another year.
It seems like all of the supernatural events on this island can be explained through the prism of Jacob, Anti-Jacob, and the Smoke Monster/Island itself.