My random guesses to the season-ending mysteries:
1) Who's in the boat, and who's Naomi working for? - The Hanso Foundation/Dharma Initiative has been searching for the island, since the jamming started they couldn't find it again to reestablish contact with their workers. Because Naomi had a picture of Desmond and Penny, Widmore Industries is involved.
2) Who's in the coffin? Someone we haven't met yet, but will in Season 4. I'm betting the person works with/for Dharma and will be someone Jack becomes close to (similar to Juliet). In fact, with all the named Others killed off now, except for Ben, Richard and Isabel the sheriff lady, I'm betting we'll get a whole new set of Dharma characters to interact with next season as the new heavies.
Close-ups of the newspaper clipping/obit showed the person's name was J____ _____ingham. Something like that. Which matches nobody we know as of yet, unless someone is under yet another alias. Michael was supposed to be in the coffin but they couldn't get the actor back, so the identity remains a mystery.
3) Is Jack's father dead? - I don't think Jack was delusionally drunk and just believed his father was still alive in the flash-forward. I think Christian Shephard is/will be still alive.
4) Was that really Walt? - I'm split on this. While I don't think Walt and Michael are back on the island, it's possible this could be a Future Walt, sent back in time either physically or as a projection, to warn Locke. The more likely explanation could be it's yet another manifestation of the Smoke Monster or Jacob. Ben did say he hoped Jacob could save Locke, and looks like he did.
5) What's up with Locke? - A strong reason for FutureWalt, Walt told Locke what would happen in the future if Jack signaled the ship. Why Locke just didn't explain to Jack is one of those infuriating Lost Mysteries. In addition, Locke survived the gunshot because it hit the spot where his kidney would have been had he not donated it to his father, so no lasting internal damage was done. Why he was paralyzed again and could suddenly walk, I don't know. Mind over matter I suppose.
6) What can Jack and Kate do from the future to fix things? - Sounds like they will work with Desmond and perhaps Walt to use their powers to alter the past and stop himself (Jack) from contacting the ship. In which case Desmond may be able to save Charlie, as well.
7) Is Mikhail dead? - I think Mikhail died at the sonic fence, just as he died from the spear gun. But because of Dharma's experiments with life-extension science he cannot die and keeps resurrecting. I would be very surprised if he did not survive the grenade as well.
As much as I love time travel stories, I hoped that Lost would steer mostly away from sci-fi and more towards metaphysical and perhaps supernatural, but that doesn't seem to be the case.
I believe Dharma was experimenting with life-extension on the island originally, for years, and the original Others were mainly failed experiments that escaped and eventually overthrew their "creators". It seems that the original Others were people more like Richard, Ethan, Goodwin, Isabel, Mikhail and Ms Klugh, and people like Tom, Pickett, Colleen, Ryan, Bonnie and Greta were hired muscle brought in later from the outside. Something on the island made it impossible for women to bring children to term before dying, and the Others were trying to figure out why. Dharma will now want to take all that research back over and probably start again.
Probably more later, as things come to me.