I am going to post a long list of all mysteries of the show that ended up unexplained. Feel free to add your own in the comments or/and explain some of them, if you feel like.

  • Hurley bird
  • Outrigger canoes
  • The nature of Smoke Monster. Falling in a huge sink doesn't satisfy me.
  • What is under the Island? Is it literally a cork to hell? Sounds lame to me. Why is there a bright magical light when the hell is safely corked?
  • What exactly are the properties of the light? They made it look like applied phlebotinum (deus ex machina really).
  • How did Others leave the Island without the sub or any boats?
  • How did Jacob leave the Island?
  • Why both Mother and Jacob enchanted the wine/water while passing their powers, and why Jack didn't? Is it really necessary, or just symbolic?
  • Why the smoke monster couldn't cross the ash circles?
  • Who was inhabiting Jacob's cabin? If it was MiB, how did he end up there?
  • Who build the Taweret statue, and what was its purpose?
  • Why all pregnant women were fated to die on the Island? Feels like this idea was just thrown away at some point.
  • Was Jacob's touch really relevant?
  • WHAT THE HECK ARE THE NUMBERS? Why those six specifically? There were more than six candidates through the entire show. Were they just a curiosity for the viewers to find during the show?
  • What with the appearance of Christian, and other ghosts out of the Island?
  • What did the smoke monster sound in Locke's cubicle mean?
  • Why couldn't MiB change his form once Jacob died?
  • What was MiB's name?
  • Island's time lag?
  • What were actually Jacob's rules?
  • Why MiB became a smoke monster after falling into the cave with the plug?
  • Who built the plug? What was there before it?
  • Who built the statue? What for?

And those are just off the top of my head after watching the finale. Maybe I'll add some more later. Happy commenting.

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