I had three theories for Rey, going all the way back to Force Awakens:
1) She is the reincarnation of Anakin Skywalker. This is a development of the Force that, as far as I know, is untouched in Star Wars, but the idea of "reincarnation" can delve into the more spiritual and religious natures of the Force. Rey could be seen as either the return of the Chosen One, or the return of the Anti-Christ destroyer, and both sides try to pull her to their cause. Some people would fear her because of this.
2) She is the granddaughter of Palpatine, with one of her parents being the child of a concubine of Palpatine's (and yes, I can fully believe Old Man Palpy getting his freak on with concubines in the past. As Mel Brooks always said, "Its good to be da King"). Her family went into hiding knowing the lineage of the family and ultimately gave Rey up, knowing that she was the last of Palpatine's line and would be seen as an outcast and even hunted down and killed if revealed. Rey's force powers and strength in the force with no training is the result of Palpatine reaching out to her from beyond the grave given his deep roots in the Dark Side of the Force and (as the EU always presented) his quest for immortality. Palaptine ultimately wants to take possession of her body (being a blood relative makes this connection easier) and assume a new life.
This could tie into Kylo Ren, the Knights of Ren, and Snoke who are revealed to be part of a Dark Side cult. Not fully trained Sith, but true believers of the cause that try to gain knowledge and power second hand from whatever resources they can find. Snoke is an old consort of Palpatine's who knows of The Emperor's plans to resurrect himself, and put together the Knights of Ren to make that happen. This cult is in search of the last vessel for Palpatine to bring him back, who turns out to be Rey. In the Force Awakens novelization, Kylo Ren says something to the effect of "Its you!" when Rey pulls Anakin's lightsaber to her hand. This could have implied that there was something about her that he just realized but she wasn't aware of, rather than just a simple declarative "Oh its you again" type of meaning. She was the last vessel of the Emperor that he's and the Knights of Ren have been searching for, and Kylo realized this.
Honestly, I wouldn't be surprised if JJ went this route with it in IX and it would probably be the least offensive thing they could do with it.
and 3) The obvious one that got thrown around alot: Rey is a clone experiment gone awry. Either a clone of Palpatine, a clone of Anakin, or a clone made from Luke's hand, but she didn't turn out as expected and ultimately got dumped in the ass end of nowhere. Being a clone of one of the all time great force users, she displays a strong connection to the Force that she doesn't fully understand.
Why do I have this feeling that I put way more thought into this than the people making the movies?
