I have a lot of thoughts and questions about Walt. At times he appears where he's "not supposed to be;" he is seen by Shannon & by Locke. (I think those are the only two characters he mysteriously appears to - is that right?) Perhaps Walt can manipulate time & space. That could also explain the bird flying into the window.
When he appears to Locke, he is obviously delivering a message - that Locke still has work to do. But why did he appear to Shannon and put his finger up to his lips and go, "shhhh..." What was the point of that?
Whatever Walt's power is, where does it come from & why does he have it? That is, why him & no one else? It seems that he had special powers before coming to the island, because of the bird thing, as well as his stepfather's comments to Michael that he is freaked out by Walt because weird things happen when he's around. Also, I have always wondered whether Walt caused his mother's sudden & strange fatal illness, perhaps unintentionally. I mean, after the Others kidnap him, they decide they don't want him. Someone (I can't remember if it's Ben or Beatrice Klugh) says that they got more than they bargained for when they took Walt. If he has special abilities, why didn't they want him? Were they scared of him?
Do Walt's abilities in any way relate to Christian Shepherd's abilities? I know the latter is (or was) dead & Walt is alive, but they both mysteriously appear to people. Anyway, it seems to me that Walt will have to come back to the island and that his "powers," or whatever they are, will have to be explained.