Theory 2 : Everyone that Jacob touched (when he visited them at various times) are saved from the bomb and will all move forwards in time to the present day. That's what he meant when he said "They're coming."
But, but, but, MILES!!!
What's gonna happen to him!!
I hate it when Lost introduces new LIKEABLE characters and then kills them off. Like srsly I'd rather see Jack die than Miles, JFOAIFWOEIJ but that's never going to happen because Jack is Jack.
Not that Miles is necessarily going to be dying, but looking at other "n00b" fates, he is. Eko, Ana-Lucia, Libby are all dead; Charlotte and Faraday are dead; Juliet is dead (most likely - I heard that the actress has a starring role in some new show so it's likely she's not coming back). Desmond, Ben, Miles and Frank are the only newer 'main cast' people left, Frank's role is really small and I'm not sure we'll see Des again. idk, idk
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Actually, when Jacob said "They're coming" I thought he was just referring to Alana and the others at the beach, that they were going to come and see wtf 'Locke' was up to. But when I've read other comments, everyone's said that they think it means those who were stuck in the past.
I guess my way of thinking is too simple.
But anyways, as usual I'm just going to sit back and wait and see what happens... I'm not good at coming up with theories.
I just bought season 4 on DVD so I'll be able to spend some time watching extras.