I was going to make a thread about this, but from a completely different angle. I found the fact that Locke asked this very surprising, as 99% of the time Lost is extremely happy to skip, duck, and contort itself into any way possible in order to avoid encouraging viewers to ask questions about the weirder things in Lost too much. The fact that Locke said that says to me that they feel they've got an answer, which is good news. (I'm still hoping for a sentient nanobot cloud.

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Anyway, I don't think that merely asking questions is a sign that Locke doesn't know anything about the nature of the Monster or its significance, or that he lacks faith in it. Locke seems to have remained open to the idea of getting information on this 'entity' from anywhere, and I think he's completely right to think like that. He may know more than the other survivors from his experiences, but I don't think Locke has fooled himself into believing he's figured everything out, because he hasn't, and is at times run ragged because he hasn't. Considering Ben's relationship with Jacob and Jacob's apparent relationship with 'the Island', which Locke seems to believe
is the Smoke Monster, it made perfect sense for him to ask. I don't think the question came from insecurity really, just more from the fact that he would like to know its nature.
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Why then, did Locke not ask Ben this question ages ago - he had the opportunity?
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This was one thing that made me think that Locke might have been seriously considering kicking Ben's bucket, as it seemed plausible to me that he wanted to squeeze out any information Ben had left. On the other hand, he might just have manufactured the situation to try to get that information, as straight away Locke jumped into trying to trade information for his life. Why didn't he ask earlier? Possibly because Ben has always been in a better position to refuse that information.
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Is this a sign of Locke's diminishing trust in the island? Is Locke becommong more like Jack - needing tangible rationale for something which he cannot comprehend?
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Needing evidence for believing in something isn't necessarily a bad thing. I don't think that's the case here though, as as I said, I think he's just willing to take on board information if its available. If he was becoming like Jack, he'd be more likely to just refuse to acknowledge things that don't fit into his mental framework. Locke's little talk to Kate springs to mind at this point:
"And if Jack thinks I've lost it, I can't blame him, really. Then again, 5 hours ago I was pulled into a hole by what appeared to be a column of black smoke. Did you see it, Kate? [The look on her face indicates that she did] Then I guess we're both crazy. Wonder what Jack thinks he saw?"
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It just strikes me as fairly poignent that he asked Ben this question moments after realising that Jacob had jumped the line and gone AWOL in Hugo's subconscious...
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I also always meant to make a thread that Locke looked surprised, but not at all unhappy with Hurley's admission. Ben didn't make any visible expression to the news. I found their reactions interesting.