So, I know I've seen a few posts on here relating to clues of a relationship between Locke and Smokey early on in the show. There are a few big clues I found while re watching the first few episodes of Season 1 yesterday.
At the End of Tabular Rosa, there is a shot of Locke sitting on the beach. The camera slowly circles around to reveal his face which has a very sinister look on it. While this shot is happening, all you can hear is the sounds of the Smoke Monster. This alone leads me to believe that The Smoke Monster is the entity that Locke put a lot of his faith into.
I also believe the reason why Locke can walk once he gets on the island has to do with the whole magic box thing. Since MIB has been making lots of promises to the Losties about fixing things, and giving them whatever they want most, I believe that Lockes wish was granted early on. I Believe it was Smokey's plan all along to give john the ability to walk, and a sense of purpose. That is why he was the loophole in a way. He was able to manipulate Locke into believing in him. How he was able to "grant" this wish, I do not know, but this is just a theory after all. Thoughts?