Hey Sam. Nope, so far we haven't been given the full backstory to the real Henry Gale. I heard somewhere that it was supposed to be explained in Season 4 but, due to the writers' strike, was pushed back to Season 5 instead. We do have the note that the real Gale wrote to his wife Jenny (who actually wasn't even on the balloon, contrary to what Ben said), but that's about it. We still have no idea who or what actually killed him. The Dharma food drops did come in balloons, but I don't think they had smiley faces on them, and Gale's note seems to indicate that at least the crashed balloon part of the story was true:
Jennifer,
Well you were
right. Crossing
the Pacific
isn't easy.
I owe you a
beer. I'm
hiking to one of
the beaches to
start a
signal fire, but
if you're reading this,
I guess I didn't make it.
I'm sorry,
I love you Jenny,
always have,
always will.
Yours,
Henry