Locke/Smokey says he was once a man & is trapped

Here's a short one, but it had some hefty dialogue. Sawyer asks Locke if he reads and tells him his favorite book is Of Mice and Men. Locke says that it's after his time, confirming that he at least predates 1937 when the book was published.

Sawyer recalls part of the book where George shot Lennie in the back of the head and mirroring the book, pulls a gun Locke. Locke is clearly not afraid and tells him to shoot if he wants. We already saw that bullets don't harm him when Bram shot at him in the temple.

Locke says that he "was" a man man just like Sawyer and has been trapped for so long that he doesn't remember what it feels like to be free. His speech convinces Sawyer to push forward with him.

So how and when did the man who became Smokey come to the island? How did he become the smoke monster? There are so many questions about Locke/Smokey.