Here's a list of some of the questions I have
1) What in the world was the Dharma Initiative?
2) How did the "Others" in the temple even get there?
3) How did the asian guy have the ability to see dead people?
4) What was the significance of MIB seeing the kid while running through the forest?
5) How did Hugo and Ben die?
6) Why was it that Walt did not go back to the island?
7) In the final scene where was Walt?
8) Why was Claire holding a infant Aaron, when Aaron was already rescued off the island via the chopper? Any why did Desmond state he saw claire getting on the chopper.
9) What IS the black smoke? Yes we know it was in the cave with the light, but where did it come from? What does it represent?
10) Why didn't Ben go into the Church?