So this is my personal plot speculation for closing the arc in Episode 9:

#StarWars is about how Palpatine took control over the galaxy by bringing a perfect apprentice to life via the force, which resulted in the Skywalker family. After his fall, he had a contingency plan including Rey as a new Anakin. But something went wrong, Rey was saved as a small child and put on Jakku as a poor scavenger to maximize protection from Palpatine.

Rey is a clone from Luke‘s hand on cloud city, and was chosen as female in order to hide her appearance as a 2nd Luke which would have been too obvious. She has no real ancestors and thus sees herself in the mirror in Ep. 8. Palpatine survived by being a force ghost that could still interact to some degree with the real world, more than the ghosts of Yoda and Obi-Wan.

However, Kylo has figured out at one point during his training with Luke that Palpatine was never fully gone and fakes his turn to the Dark side, to show Palpatine that he is worthy of being the new chosen one (which includes killing his father Han Solo), to find him, become his apprentice and to kill Palpatine, similar to what Palpatine did to Darth Plageuis. This is what the secret society of the Knights of Ren are all about.

For this he needed Snoke to learn to become proficient in the dark side (so Snoke was just a tool and doesn’t really matter) and he needed to find and kill Luke in order to be the last remaining Jedi or Sith (after killing Snoke) to make it impossible for Palpatine to choose someone else. But Kylo is flabbergasted as he meets Rey and her natural force ability which means he knows immediately she could be a new Anakin of Palpatines creation, but did not end up with Palpatine as something went wrong, and wants to turn her on his side to beat Palpatine together.

So the parents of Rey don‘t matter in a similar way as Shmi Skywalker as mother of Anakin had no further significance, but it matters that Palpatine created her. That is also why the blue lightsaber calls out to Rey in Maz Kanatas basement in Ep. 7 as she is in essence a Skywalker too, as all Skywalkers originated from Palpatine.

Rey will be trained in Episode 9 by Leia, as the Resistance thinks Rey is their best chance against Kylo. Darth Rey is a vision that Rey has at one point because this is what she was meant turn into originally.

Kylo now wants to „finish what Vader started“ by killing Palpatine and thus bring peace to the galaxy once and for all. Kylo needs to find clues on what happened to Palpatine and ends up with Rey fighting in the wreckage of Death Star 2, as Rey still thinks that Kylo is the villain up to this as Rey does not understand what Kylo is after. Kylo finally convinces Rey as Palpatine rises and wants to turn Rey to the dark side to fulfill her destiny. Palpatine will be defeated but Kylo dies. Rey survives. The end.