There is a beginning to Lost which we have not yet seen. Aaron and David are the grand children of Christian Shephard. At some point in time in the near future they will be on a plane maybe time line X (the new time line). They will flash off the plane to ancient times on the island. But because David does not exist on the original time line, he wont be able to have a body. So he becomes the smoke monster. As people die on the island, he is able to take their form for a short while because they are no longer needed on the time line.
Aaron becomes known as Jacob and becomes like a god to the ancient people because of not growing old and knowing future events. He has been trying to help his cousin for years but nothing seems to work he can't leave the island because he doesn't exist. outside the island. Over time David becomes evil because of his predicament. Perhaps he even blames Jacob for stealing his place in the family. Perhaps Claire and Aaron moved in with Jack and his mother while David was raised elsewhere.