I'm rewatching the series now and I just noticed for the first time that Locke and Walt seem to have communicated telepathically in the Episode 2, Season 1- when they first meet each other (playing backgammon) and Locke asks Walt if he wants to know a secret.
They show a look between them but no words spoken, then cut to commercial or changed scenes. Totally went over my head the first couple of times I saw it.

So much to be gained by rewatching!!