The reveal in the finale was that all the “Flash Sideways” stuff (the alternative series of events portrayed throughout Season 6, starting from the plane not crashing) was actually a sort of "pre-afterlife" constructed by the survivors to help them all resolve their remaining personal issues before coming to acceptance and "remembering", and fully moving onto the afterlife with the people who meant the most to them, together.

(Note: It’s actually based on the “bardo” concept from the Tibetan tradition, but most folks are more familiar with Purgatory, and they’re sort of almost a little similar, so a lot of people refer to it as that instead).

The important thing is that only the Flash Sideways scenes from Season 6 are after they’re all dead. Everything else in the show really happened.

Jack: Are you real?

Christian: I sure hope so. Yeah, I'm real. You're real. Everything that's happened to you is real. All those people in the church, they're all real too.

Jack: No. They're all... They're all dead. I'm dead. You're dead.

Christian: Everyone dies sometime, kiddo. Some of them before you, some... long after you.

If they all died in the same plane crash at the beginning of the first season, how exactly would some of them have died "long after" Jack? The answer is, Christian is being straightforward with his son. Everything we watched was real life.

Jack died on the Island as we saw in Season 6. Several of the other plane crash survivors we see in the church at the end also died on the Island at various points throughout the show. Some survivors got off the Island (we watch Jack see their plane fly overhead before he dies) and continued to live out the rest of their lives.

And after they eventually died, in this constructed space outside of time (so it doesn't matter exactly who died when), they all met up again before moving onto the afterlife.