A waving figure with no visible identifying features appears in the Season 2 DVD set bonus disc.
This disc's special feature, "Lost Connections," illustrates character connections, and it displays connections between the waving figure and three characters: Jack Shephard, Christian Shephard and Claire Littleton.
Christian fathered both Jack and Claire, but the show had not revealed this at the time of the DVD's release; the waving figure could be Aaron Littleton, son of Claire Littleton, nephew of Jack Shephard and grandson of Christian Shephard.