The very first moment we see Dan, he is crying and seems as if he has just woken up from a dream he can barely remember. The woman with him asks him why he's upset and he responds that he doesn't know. The moment that Dan is ultimately shot by his own mother Eloise Hawking, his mind consciousness-travels back to that first moment we met him. He is stuck in his own personal time loop. He gets shot, he goes back to the moment he first meets Charles Widmore, goes on the boat, goes to the island, goes back in time, gets shot by his mother, then does it all over again.
The Two John Lockes
It was made pretty obviously clear in "The Incident" that the John Locke we've been seeing walking around the island in 2007 was the same man we saw speaking with Jacob when the Black Rock was about to land on the island who is also Smokie. The real John Locke was dead inside the large metal box. I think that throughout the entire show we've seen both versions and didn't know the diference. This explains why Season 5's Smokie Locke is so similar to Season 1's badass hunter Locke, because sometimes in the previous seasons we were seeing real Locke and sometimes we were seeing Smokey Locke. I think we're going to see some flashbacks in the new season showing where real Locke was when Smokey LOcke blew up the submarine, the Flame station, knocked out Sayid, and killed Naomi.
Charlie Widmore
Penelope & Desmond's son Charlie, who is obviously named after Charlie Pace, is not only the grandson of Charles Widmore, but is also in fact Charles Widmore himself. At some point in the future Charlie Widmore (it doesn't seem that Penny & Demond have actually been married because they've been in hiding) goes to the island's past and joins Richard Alpert, then he leaves the island at some point and fathers his own mother, Penelope with another woman.
Relative Flashbacks
I think we'll see some of our dead Lostie's relatives/friends in their own flashbacks. How else, do you bring closure to the stories of Eko, Michael, and Charlie? Well, give us flashbacks of Yemi, Susan and Liam. It will also show us that these characters were the ones who helped bring the Losties to the island. They really were workers for either Ben or Widmore.
The True Job of The Others
In "The Brig" Richard tells John that he's tired of Ben wasting their time with stuff like fertility problems and that they need someone to remind them why they're really there. I think the island is essentially the center of the universe. And the job of the Others is to keep the universe in check. To ensure that time and space happens as it should. They are the policemen of the universe.
Two Sides, One Light, One Dark
The island is self aware and when the wheel is turned the island is consciousness-traveling. Jack, Kate, Sawyer & co are the island's constants and that's why they need to be there, to keep the island from time shifting. Jacob and the man in the black shirt (Smokey) are the island. They are two sides to the island's consciousness, one light, one dark. The island is essentially a symbol for religion. In any religion, there are two sides, one light, one dark. In the universe of this show, all religions originate from the island. Jacob and Smokey represent the creators and keepers of the universe, two sides of the same coin.