Henry may have been on the island for the same reason as Naomi Dorrit, they work for the same organisation that are trying to gain access to the Island. He was killed by The Others because he is 'one of the bad guys'.
He may have had an emergency transmitter/ADF beacon, since Benjamin mentioned it to Sayid.
The Others may have attacked and/or killed him to retrieve the transmitter.
The face of the man behind Joop (part of the Lost Experience) looks very much like the picture of the real Henry Gale on the MN ID.
Henry Gale is the name of Dorothy's uncle in 1939 film The Wizard of Oz. In that story, the Wizard travels from Omaha, Nebraska, to the land of Oz in a hot air balloon.
The first episode where Jacob appears is called "The Man Behind the Curtain" also an allusion to the Wizard of Oz. Perhaps Gale is in someway related to Jacob.
Most likely not as he wouldn't be writing about traveling the world and not making it, as he would have been planning on landing.
Henry 's flight was related to the DHARMA Initiative's supply drops.
It was Henry's signal fire that was found in "".
Henry was a precursor to the frieghter. He was sent, knowingly or unknowingly, by Charles Widmore to find a way to the island. Once he got there he was killed by the Others, but the fact that he wasn't heard from again kept Widmore's search alive.
Ben interrogated Henry about his life and killed him.
Henry could have felt time displacement symptoms from not entering the Island at the correct bearing and died from this.
Sayid said his neck was broken.
Gale became a part of the Monster.
Gale was burried by the Losties during a time flash.