Many of the cast members discussed the ending on Jimmy Kimmel after the final episode. It was said that the ending was left open to interpretation and that (as someone just mentioned)the basic message was that their time on the Island was the most important time in their lives, and those were the most important people in their lives. It said the place/alternate world/heaven was the place that they created while they were on the Island so that they could all be together again. They also had a theory that the Island was their test/s of who they were as a person and to see if they would get to the better place/heaven or whatever you would like to call it. Really not just point blank answers but more of like what you got out of it and what it all meant to you.
I'm still pretty sad that I'll never see a new episode ever again.