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When going in to see this movie at my local AMC, I knew that there would be little details and little events that may seem minor, but may reveal the nature of the film. I am an avid fan of "Lost", so I knew what to expect.
I saw this movie about a week after it's release, and everyone at my school was talking about it and how it answered nothing and made no sense, and there seemed to be plenty of unanswered questions. So I decided to try and figure out everything I could that may reveal the secrets of this film. I will be discussing those questions here.
Feel free to discuss what I talk about, and talk about your theories and ask questions of your own.

ORIGIN OF THE MONSTER
1. The first clue came after the initial "earthquake", where everyone was watching the news and it said that an oil tanker had capsized. Of course we know this was the work of the monster. So it becomes clear that the monster came to Manhattan from the sea.
2. The second clue was very, very tricky. Rob is going to work for Slusho!, a Japanese soda company. I googled Slusho!, and it came up with this very odd site- Slusho!.com. After visiting the mobile site I found out that in Slusho!, there a deep sea ingredient in it. It also turned out that Slusho! is a subsidiary company of Tagruato, a fictional Japanese drilling company. I come upon the conclusion that this drilling company was searching for the deep sea ingredient and came upon the monster's home and pissed it off into coming above. ((EDIT: I now, having read the Slusho! story again, believe that the mysterious ingredient may have mutated a sea animal and made it big and vicious.))
3. This isn't connected to the two clues above, but at the end of the film as we all know, a mysterious object ((EDIT: It is now known that this is a satellite)) falls into the ocean by Coney Island.
4. This next clue, unrelated to the previous clues, comes from the production notes of Cloverfield which you can download here. Abrams is quoted as saying "[The monster] is a baby. He’s brand-new. He’s confused, disoriented and irritable. And he’s been down there in the water for thousands and thousands of years.” As this was in the production notes, this could've changed.

I conclude that theories 1 and 2 are correct, and theory 3 is something else. Theory 4 cannot be trusted as we have no solid proof that these are genuinely the notes of the production and not fabricated, and if they are true, the concept for the monster may have changed. However, I am 90 percent sure that the monster came from the sea.