It seems like some are focusing on the items Locke didn't pick. It seems that when young Locke chosen the knife that really put Alpert in a foul mood and believe Locke wasn't meant to be in his "school of gifted children". So prehaps in some way because the young Locke had chosen the knife he had decide to make a knife part of his life. There has been many scene in the show where Locke has a knife and is doing something with one. Remember the time how Walt had been playing a lot of attention to Locke with his knife and Locke had taken him out and was teaching him how to throw the knife, Micheal found them and he became very angry when he seen what was going on, now doesn't that kind of strike other views as the same sort of way Alpert became upset with the young Locke.
Now as for myself when I was a young child I had a thing for knives, whenever I was in stores I would always want to check out the knives that were in the display case. I earned money mowing lawn and I had build up a pretty nice collection of knives, my favorites were the Old Timer brand fold up. I did have one that in my child like mind a Bowie knife I use to spend a lot of time throwing that at trees done it so much I broke the cheap crappy handle. I think what drew me to knives was watching my great grandfather wittling I remember once ask him what ya wittling? he said a toothpick, I must of be about 4 then and I thought in my mind sure is a lot of wood there to be making a toothpick. When I got older I kind of got the humor in why he said that.

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Standing in the ocean with the sun burning low in the west
Like a fire in the cavernous darkness at the heart of the beast
With my beliefs and possessions, stopped at the frontier in my chest
At the edge of my country, my back to the sea, looking east