The healing effects of the island are a big question.
Enough to keep Rose/Locke healthy, possibly enough to keep Jack's dad living after alcohol poisoning (no doubt a major revelation in season 3 or 4) but not enough to save Shannon? Not enough to save the officer that was holding Kate?
Seriously though, there are about 10 major plot questions and it hurts to think about them all.
One thing that's a good sign is that Locke's story has not been completely fleshed out yet. When Shannon/Boone were killed off, we had basically known all that there was to know. Their connection to Jack, their connection to each other. We still don't know why Locke is/was handicapped, or how he became so serious about wilderness survival... the former being something that people have been waiting for since that plot thread was introduced early in season one. It's also a popular theory that Locke's father is the real "Sawyer" that James Ford was trying to track down and kill before Flight 815.
Even beyond the plot development, there are a lot of possibilities. For example, Charlie being an Other... Claire being Jack's half-sister (the reason Christian was hanging out in Australia of all places in the last Ana Lucia flashback episode) ... etc. Michael and Walt will be back, BTW. I'm pretty sure that the "Others" still need him.