The Numbers? Locke walking? Desmond sees the future? Aaron can't be raised by another? The Others' runway? That bird that screams Hurley? The Black Rock? Libby was a psycho? Walt has the power of imagination? Miles the ghost hunter? What happened to/Who is Ben's girlfriend Annie?
I wouldn't expect answers to all these questions. I think stuff like the numbers are explained to the degree that their appearance signifies Island shenanigans, and there's nothing more. (This even applies to the Valenzetti equation if that's in play.) Locke walking would probably be attributed to the island's healing ability, and I doubt we'll get any sort of medical explanation for how Locke was healed. What sort of answers could there be for the Hurley bird? I think Henry Gale's existence was solely to provide cover for the Other taken prisoner in season two. The fact that we didn't flash back to a balloon crashing on the island earlier this season, and that Ben has long since outgrown that name says we probably won't revisit that topic in the time remaining.
I also think we'll never get answers about Libby.
That said, most of these questions, and especially those raised in the last few episodes, I expect to be answered by season's end.
You believe me, don't you? Please believe what I just said...
What was the deal with the real Henry Gale? How did he get to the island on a hot-air balloon? Why? How did he die?
Oh yeah, I totally forgot about this one. It might be as simple as he was just another random traveler who got trapped on the Island as it moved around the world/through time (i.e. the Black Rock, Oceanic 815, Danielle's group). Then again, Lostpedia noted that Gale's balloon was sponsored by the Widmore Corporation, so maybe there's more to it.
Kirk, crackers are a family food. Happy families. Maybe single people eat crackers, we don't know. Frankly, we don't want to know. It's a market we can do without.
Here (lost.cubit.net) are some screenshots of the smoke. Picture #9 is most interesting. I first thought it might be souls inside the smoke, but having seen that, I've revised that theory. This was an amazing episode. Eko is awesome!