What are The Numbers?
What we know: They still keep popping up all the time; they correspond to 6 "candidates" to replace Jacob as island protector; they are written down in the Lighthouse and in the seacliff cave;
What we don't know: How did they end up being so many things (Swan hatch serial number, winning lottery numbers, etc.)? How does the extra-canonical "Valenzetti Equation" (in which these numbers are part of an attempt by scientists to predict the end of the world) play into it?

Did the lists come down from Jacob regarding who the Others should kidnap? How is it decided who is "good"/worthy, and who is bad?
What we know: Jacob did utilize Richard and the making of lists to reveal his will to his people. We also know that not being on a list doesn't necessarily mark one as bad; you might just have been a candidate on a different, cooler list instead.
What we don't know: How the lists were acquired by Richard, what other sorts of things Jacob had his people do.

The missing section of the Swan Orientation film - who spliced it out and for what purpose? Why hide it in the Arrow rather than destroying it?
What we know: I think we learned that it was Radzinsky who made the edits. Why would he edit out the warning about not using the computer to communicate?
What we don't know: Any reason for having done this... except to hide information from the audience.

Why did Eko survive his first meeting with Smokey when others have not? Or, does that mean, for example, that it was NOT the first time the Pilot or the officers of the Black Rock had met Smokey?
What we know: Smokey smokes whom he wishes, outside of those he's been told he just can't kill. Those he lets live he seems to have manipulative purposes for. Juliet, Ben, Locke and Richard also survived staring into it, as did Montand, maybe, for just a minute. Everyone he let live is someone he went on to manipulate for his own ends (though I'm not sure how this applies to Eko. Eko seemingly went through the judgment process, and when he refused to be repentant, was summarily squished. Was this Smokey doing his actual job / function, or going rogue?)
What we don't know: Smokey's motives, or intended purpose, which both would go a long way toward answering this question.

Why is heavy turbulence involved in getting to the island?
What we know: 815 Survivors - plane broke apart. Desmond - violent storm. Danielle's crew - violent storm. Faraday's crew - extremely rough chopper ride. Ajira 316 - rough weather / crash. Black Rock - tidal wave. Can we just assume the "bumpy ride" Ethan and Richard once warned Juliet about is part-and-parcel with following the narrow bearing that can lead one to the island? If Jacob truly called all these people, it stands to reason that they might need to be wrecked with little hope of getting off the island.
What we don't know: What causes the turbulence.

What is Jacob?
We we know: He has lived a long time; he sees himself as the protector of the island; he has an enemy who he describes more as "an old friend who grew tired of my company"; he has power to summon people to the island, give them long life, give them purpose as candidates through touching, and perhaps heal mortal wounds (like with both Locke after he fell 8 stories, and Dogen's son); he believes humans are fundamentally good, and wants to prove it while also remaining separate from them, not telling them what to do. He can not forgive sins or bring the dead to life. He seems to represent Order, and inhabits man-made places (statue, lighthouse, cabin).
What we don't know: Who created or birthed him, whether he is related to MIB, how long he has been here, whether is is demi-god or human.