Please somebody help me.

So the second series is over.  I'm more and more baffled.  Yes, I missed quite a lot of it, but even so...  Every time I think I've worked out what's going on, some other characters appear, often looking like other, more familiar ones, some of whom have been killed.

I'm talking about LOST.

I don't ever learn the characters' names, even the bald guy or the doctor, or the woman with designer mud, who wore denims for the first series and combats for the second.  I can't wait for series 3.

Is it a allegory?  Is it worth the effort?  Does it make sense?