Actor Allusion: When he first meets Jacob, Richard Alpert asks if he is The Devil. Mark Pellegrino not only plays Lucifer on Supernatural but also previously starred as a servant of the Devil in Brimstone.
"The Locke-ness Monster" probably wins for creativity.
And of course the Muppet Dr. Chang in Lost Untangled has his own series of nicknames for everyone, several of them possibly borrowed from the fan community.
God Never Said That: The producers never said that the show would never have time travel. They once said that the then ongoing season two had no time travel — and it didn't — but never that there would never be time travel. Additionally, they never stated that there was one huge clue left in the pilot — in fact, they explicitly said there wasn't, and the last one to be made significant was the single white tennis shoe Jack found. Yet this is repeated until today.
In an example of "Word of Mistaken God," an excellent way to see if someone is making something up about a producer comment is to see if they attribute it to J.J. Abrams, who has had little involvement in the series since season 1, helping to set it up, write and direct the pilot, and contributing to only a very few episodes since (the last being in S3).
I Knew It: Speculation was that based off his nickname, "Mr. Friendly", Tom's full name was Tom Friendly. Eventually the producers confirmed this was true.
A number of fans also speculated that Tom was gay after he told Kate, "You're not my type," and the actor apparently changed his portrayal based on the fan reaction to that line. The episode "Meet Kevin Johnson" later confirmed that Tom was gay.
On a more plot-relevant level, a lot of fans, upon finding out that post-return to the Island, Locke is not really Locke anymore, speculated that he was actually the Smoke Monster in Locke's form. Sure enough, in the Season 6 premiere...
Playing Gertrude: Kevin Tighe, who plays Locke's father, is only eight years older than Terry O'Quinn.
There was a planned subplot, revealed at Comic Con, that had the DHARMA researchers know that a Stable Time Loop was going on, and that they would perish. It was dropped, due to time constraints and new writers.
The original mythology was going to be much more sci-fi oriented.
Jennifer Jason Leigh was approached to play the part of Libby, but she declined.
In the original description for Kate, she was a slightly older woman separated from her husband, who went to the bathroom in the tail-section of the plane. However, that idea ended up being used for the character Rose.
Eko was originally to be named "Emeka".
The character of Sawyer was originally meant to be an older, slick, suit-wearing city con artist from Buffalo, NY. However, when Josh Holloway forgot a line at his audition and subsequently kicked a chair in frustration and loudly swore, the writers liked the edge he brought to the Sawyer character and decided to write Sawyer as more of a Southern, darker grifter instead.
The original name of Charlie's band was "The Petting Zoo". This had to be changed, however, when it transpired that there really is a band called "The Petting Zoo".
Yunjin Kim originally read for the character of Kate. The producers felt she was not what they were looking for in Kate, but decided to create a new character for her, along with a spouse.
Jorge Garcia, Matthew Fox and Dominic Monaghan all auditioned originally for the part of Sawyer as the other characters had not been developed yet.
Originally, Michael Keaton was cast as Jack. In the first draft of the script Jack was to be killed by the monster after they arrived at the cockpit. ABC told the producers that they shouldn't kill off the hero so soon in the series and the script was changed. After the change, Michael Keaton backed out of the role since he did not want to commit to a regular series.
Forest Whitaker was originally cast in the role of Sawyer, but opted out of the role to direct First Daughter.
Dominic Monaghan originally auditioned for the role of Sawyer, who was originally supposed to be a suit-wearing city con man. The producers were so enthused by Monaghan that the part of Charlie was altered to accommodate him - Charlie was originally going to be a 45-year-old washed-up rock star.
Originally Kate was supposed to have been a thirty something businesswoman whose husband had died in the crash. When Jack died in the original script Kate would have become the leader of the group.
Originally, Ilana was set to be Jacob's daughter, but the writers ran out of time to explain this plot, so they decided to kill her and focus on the big season plot.
In original drafts for the show, Rousseau's team of scientists were studying time. The network decided not to include it in the show, in case the viewers would think it too science fiction and stop watching.