This is my theory of what the smoke monster is based on the last episode "Dead is dead".
If আপনি have noticed দ্বারা now হারিয়ে গেছে has lots of things from egypt in it, which made me think about the monster.
In the last episode when Ben went to be judged we see the image on the wall. Its Anubis bowing beofore a snake like creature in Egypt this was called "Apep the snake". Apep was the protector and one of the Egyption "Monsters". Apep was enemys with Ra the sun god.
Eygptions beleived মার্জার where sacred and killing one was punishable দ্বারা death. They even mourned their passing দ্বারা shaving theoir eyebrows, now is it just me অথবা did Ben have a like of eyebrows in "Dead is Dead"? Maybe Ben was mourning the passing of Locke this way অথবা even Alex. Somkey however told Ben if he tried to kill Locke then he would be killed, maybe Locke represents the cat.
See no eyebrows