First you must believe that "Lost" was a viewer-solvable mystery story, and second that its makers decided not to make the solution obvious by the traditional denouement at the end of most mystery fiction/drama. Indeed they went out of their way at the end to pretend on the surface that it had not been a mystery at all, but a mere adventure tale, despite its not making much sense that way, and the general presentation of "Lost" was to misdirect and mislead very much in the manner of a magic show. But at the same time they crammed it, as well as their remarks about the show, with clues that become very funny when you realize their import. Mostly they are allusions to other mystery fiction & drama as well as to some actual historic events. There were name clues, plot clues, musical clues, physical clues, and visual clues, and in some scenes it also paid to get the DVD and slow the action down.
I had a considerable head start on the solution inasmuch as I was a friend of Damon Lindelof, knew his proclivities, and had discussed with him a work that obviously turned out to be source material for "Lost": "One of Our Aircraft Is Empty", an episode of the TV series "Department S". Of all the background study you can do on "Lost", that would be the single work that would most clue you in, although much of the rest of that series contains clues too. The other source material obviously drawn on was Arthur Conan Doyle's short story, "The Lost Special", and "Lost" abounds with allusions to it, its many adaptations, other Doyle stories collected with it, and its basis in real life: the disappearance of Engine (locomotive) 115 on Sept. 22, 1892 in a sink hole in Lindal, England.
You can see the progress of my detective work on this over the years at http://users.bestweb.net/~robgood/teach , including many partial, incorrect, or approximate conclusions. I fairly quickly saw the connection to "One of Our Aircraft is Empty", figured out that doubles of characters figured highly into the plot, and realized that such ostensible sci-fi elements of the plot of "Lost" were bogus, cleverly disguising what was really going on. For instance, there was no time travel, although there can sure appear to be when you have doubles of people at different locations or the same location. What there was, however, was brainwashing technology.
Charles Widmore and Benry each sought to have the Alvar Hanso replaced by their respective stooge -- a lookalike of Hanso. Hanso's reclusiveness would be his downfall. Traveling incognito, flying on Oceanic 815, he was brought down by one or the other of Widmore and Benry. There were no survivors of that wreck. However, each of Widmore and Benry had a bevy of doubles of other passengers, many of them convinced by their respective brainwashing technologies (samples of which were been shown on the show in the form of Room 23 and of supposed time travel equipment) that they really were those people and had actually survived that crash. These doubles (produced by a combination of plastic surgery and searching databases by face recognition) were assembled at remote locations and prepared to come forth as survivors such as the Oceanic 6. Their appearance and story would make it plausible, once Hanso's appearance on Oceanic 815 became widely known, that he too had survived and would emerge. Meanwhile Widmore's "survivors" attempted to infiltrate Benry's, and they tried as they could to bump off their counterparts. And that was "Lost".
There are many side consequences, such as the fact that Kate's baby really was Kate's. She didn't want their DNA examined because she wasn't the real Kate! (The baby was "born again" to Claire via sleight of hand.) Sawyer was also the real Sawyer, the bunco artist to whom the child's letter to Mr. Sawyer was addressed. John Ford was the name of his lookalike on Oceanic 815.
None of this is to deny that there were a great number of other allusions on "Lost", and elements of satire, allegory, parody, and symbolic meanings. I'd often LOL while watching a scene for the 3rd time as I got the joke.
The main mystery now is, why did the makers of "Lost" leave it like that? For that I have 3 theories. One is that they're still modeling it on "The Lost Special", in which the denouement came years after the mystery, in the form of a blackmail letter. Another is that they're modeling it on the Priory of Sion hoax, which is also alluded to a good deal on "Lost" via names and plot. That hoax came to fruition mostly by author Gerard de Sede's having written a book with a supposedly unsolved puzzle that Henry Lincoln solved and contacted the author about. My 3rd theory is that they thought delaying the denouement of "Lost" would make for a lucrative after-market.
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