I said this next post would be topic by topic through popular questions. But I realized many questions are contained within one topic: The Sideways World. So here is my attempt to explain it as best as I can.So what exactly was the Sideways World? Everyone has their own version or guess. I've read many attempts to explain it. Doc Jenson at Entertainment Weekly called it "an ethereal transfer station located at an unspecified junction between life and afterlife." I think that is a pretty good attempt. Most people try to fit it into their own religious beliefs. But you can't do that. The stained-glass windows behind Christian in the church had symbols representing many religions. That ought to be an indicator that they were trying to include most of the main religions, not focusing on one. The result, however, was that it doesn't really fit into any. So you have to put your personal belief system aside and accept it as a pop-culture conglomerate, or just "TV theology."
The word 'purgatory' has been used a lot by the media to describe the ending. Unfortunately, most of those reporters were not fans of the show. If you think you understand 'purgatory' you should look it up on Wikipedia. You'll be thoroughly confused. Every religion has a slightly different belief on it. The most common seem to be it is a temporary place, between life and death, where souls are punished and/or are given a last chance to change their situation or they are just waiting for their final judgment. None of these seem to describe what we saw on Lost. Christian told Jack "This is a place that you’ve all made together so that you could find one another."
So if you'll humor me for a moment, I've created an analogy of my own that makes sense to me. Imagine a large family was going to a big sporting event. The stadium hosting the event did not have assigned seating. If the different family members go in individually, whenever they arrive, they will have no hope of finding each other inside. And they do want to be together because they are family and those are the most important people in their lives. So they all agree to meet each other in the parking lot at a specified location. That way, once they have all arrived, they can all go in together. This is how the Losties met up together before moving on to the next place. Notice, they are not "stuck" in the parking lot, or trying to find tickets inside. They are simply waiting for the whole group to be ready. Also they are all going into the same stadium once they meet. None are going into the county lock up instead. (Some going to heaven, some going to hell.)
Now you may be wondering about Ben and others who did not go into the church. Some fans feel he just needed more time to come to grips with the person he was when he was alive. Many think he became a much better man under Hurley's leadership and the man he was in the Sideways world was evidence of who he always wanted to be. Going back to my parking lot analogy, I believe Ben was waiting for some other people who were more important to him. I believe he was waiting for Alex, Danielle, and his father, Roger. Once they are all ready, they will go together. He might even take on Desmond's role as a shepherd who will lead the next group. Eloise Hawking didn't want Desmond to take Daniel on his exit mission. Maybe she and Charles Widmore will go when Daniel says he's ready. (Probably the first time he and Charlotte kiss!)So what about Jack and Juliet's son David? Now that his parents have both moved on, does that make him an orphan? Actually I believe the moment Jack realized he died, David ceased to exist. David was just a manifestation of Jack and Juliet's yearning for family relationships. Once Juliet had her moment with James, she didn't concern herself with trying to get her son to the church. Neither did Jack tell Christian he had to go back for David before meeting with the others. What John Locke said was true. "You don't have a son."
So that leads us to the topic of Ji Yeon and Aaron. Were they real in the Sideways world? If so, why was Aaron a baby? Ji Yeon is a little fuzzy to me. One would think that she was important enough to Jin and Sun that she would be real in the Sideways World. But we only saw her on the ultrasound monitor. So that leads me to think she was only a manifestation. Jin and Sun just needed to be parents together and know that their baby was alright. Plus, remember that Ji Yeon grew up without them. She would have her own family, friends, and children who were more important to her then her parents. She could be in a totally different Sideways World with those people (i.e. a different parking lot on the other side of the stadium.)
Moving on to Aaron...I do believe he was real. Aaron was born with the castaways and lived on the island with them. As Kate said when Claire was in labor (the first time) he was a part of all of them. He also most likely grew up with Claire and Kate both playing major roles in his life. They all needed him to be there in the Sideways World. He was real.
I've heard a couple people troubled by the fact that he was a baby and might remain that way for all eternity. He is not the only one in the group who appeared younger in the church. They all reverted back to their island-age. Christian told Jack some died before him, some long after. It's likely that Kate, and James, Rose, Bernard, Ben and Hurley lived long lives before dying. Yet they appeared the same age as they had been on the island. If they didn't they may not recognize each other. It's the same reason women have to include their maiden name on their name tag when they go to a high school reunion. And who is to say that is the state they will remain for all eternity? Many religions believe we each will get new eternal bodies in the afterlife.Obviously I was not in the writer's room when they hatched the Sideways World. So I cannot say for sure how they intended it to be interpreted. I think they actually relished in the idea of it being left open for interpretation. So it is ok if you disagree with me. This is just how I have understood it and have made peace with it. Hope it helps you.
Namaste!

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