"Walkabout"(Season 1, Episode 4)
This episode is about when we realized that for every burning question that Lost answers, it would raise two or three more. How did Locke find himself on Oceanic 815? Easy! The put-upon, adventure-starved office drone decided to go on a walkabout to find himself. But hold on a sec, he was in a wheelchair when he arrived in Australia? How did that happen? This episode establishes that the show will contain many shocking revelations (now commonly known as "thumps") and also marks the first appearances of Locke's love interest, Helen, and Jack's seatmate, Rose.