The only real person known to have ever changed the past on Lost is Desmond. Remember when Desmond went into the store when we first met Eloise? This is a pivotal moment in the show.
Before Desmond ever crashed on the Island, he went into the store and didn't buy the ring. However, after turning the fail safe key, went back in time to that moment and changed his mind. This was the first example of a variable being used. He was on track to changing the future, but Eloise talked him out of it. There was no course correction, simply just Eloise having a chat with Desmond and making him change his mind.
In saying this, it is clear that one will only be able to change the past after having lived through the past before, traveling through time in the conscious rather than in physical space.
There is a complication to this theory, however. Given my stance on the Whatever Happened, Happened VS. Whatever Happened, Didn't Happen (I believe in the variable...to an extent), I believe that when Juliette 'manually' (for lack of a better word) detonated the bomb, she changed the future.
Part B to this theory is not presented by fact like the fact that Desmond only changed the past because he lived through it once before.
I believe that the incident we saw in the season finale will have a similar effect on all those exposed to the blast. I believe that the losties will consciously travel back in time, like Desmond, and in turn will be able to then change the past. I'm not entirely sure as to who will travel when, but my theory is based on the fact that the past will be changed.
For example, the season six premiere may be a Jack-centric episode, where he has consciously gone back in time on or off the Island. It may be before Oceanic 815 crashed or after. I believe every character will have an episode where they can decide whether or not they make the choices they first made and either end up on the Island or not, hence changing the future...Maybe someone will warn Locke or save Charlie, etc.
Now you may be saying, "didn't you just say above that you can only change the future if you've lived through it once before? How can Juliette then change the future by smashing the Hydrogen Bomb? Whatever Happened, Happened didn't it?" To those asking that question, I say...good question, my answer is that this is just a theory, Part A might be wrong, Part B might be wrong...the entire theory might be wrong. Even the producers believe some questions are best left unanswered.
But to those who take some value out of this theory, is there anyway that you believe Juliette could have changed the future without having lived through it before? Is the variable more powerful than I thought? I'd love to hear your thoughts!