Star Wars 9 Theory: Emperor Palpatine Created Rey (As An Anakin 'Clone')
3. The Rise Of Skywalker Would Mean Rey Being Anakin 2.0
A young child left on a desert planet. No real father that anyone can speak of. Sold off like they're not even human. Making friends with droids. Preternatural abilities with the Force, that then grows considerably with just a small amount of training. A trauma that comes from being separated from their parent(s). For all Rey was seen as being the new Luke, there are even more parallels between her and Anakin, at least with regards to origins, and even powers. Rey's gifts at such an untrained stage surpass Luke's own, and are more akin to the astonishing talents of the Chosen One, Anakin.
Of course, these parallels don't necessarily mean that she is the creation of Palpatine. All is as the Force wills it, after all. But the parallels aren't accidental either, and as Kathleen Kennedy said, bringing Palpatine back in some way or another has always been part of Disney's plan (and quite likely George Lucas' too). This Tumblr post, published after The Force Awakens, posited that Rey could be a clone of Anakin Skywalker. And sure, it sounds out there, and certainly was at the time. But in the context of Palpatine's return, there is something to that idea, albeit in a different way.
Not that Rey is actually a clone in the literal sense, or rather the same sense as, say, Clone Troopers. Not that she is literally a copy of Darth Vader. But that she, like Anakin, was created by Emperor Palpatine meddling with midi-chlorians. That he cloned the process he used to create Anakin all those years ago, and tried it out once again, giving us another powerful Force-user who feels the pull of the Dark Side. It's not unlike Star Wars, and especially the bad guys, to repeat things even if they'd previously failed. This is the same guy whose Empire built two Death Stars, after all.
Palpatine came incredibly close to success with Anakin. His downfall wasn't just that Luke was able to bring him back, but that he let it happen. The hubris of masters is a key element of The Last Jedi, seen through both Luke and Snoke, so it'd be fitting to explore that with Palpatine as well. And since he made one mistake, he'll be confident of not repeating it. He watched the Empire fall, and he's watched the First Order rise. We know he had at least one contingency plan, so why not another in the way of a new Anakin?
There's also some circumstantial evidence that Rey is connected to Palpatine: there are similarities between their respective musical themes, and in their fighting styles too. The way Rey uses a forward thrust is reminiscent of when we saw Palpatine fight with a lightsaber in Revenge of the Sith, and isn't a common style in the Saga. You can look at her anger, and even her British accent, if you want to stretch further for parallels between them. (YouTuber SYLO offers a good breakdown here). That's on top of his voice featuring in her Force vision in The Force Awakens. This could be them subtly preparing us for the big reveal.