First take a look at this video:
This was shown on a show called Web Soup (like The Soup but about internet news).
The guy, after seeing the video says, "Oh, I get it! The smoke monster comes from the polar bears which were on the island! Lost makes so much more sense now!"
I thought it was hilarious. When I saw it, I was freaking out because I love when random Lost related things happen in my life.