Star Wars 9 Theory: Emperor Palpatine Created Rey (As An Anakin 'Clone')
1. Rey Can Bring Balance To The Force As A Skywalker
As mentioned, Star Wars: The Rise of Skywalker is pulling together threads from across the entire Skywalker Saga. From over 40 years and eight movies, this will tie all of it in one neat(ish) bow. And that's why Palpatine is returning, because is he the ultimate villain of this saga. It's worth noting that, alongside Disney always having plans for him to appear in some way, George Lucas' original vision would've seen Episode IX mark the first in-person appearance of the Emperor as well. Lucas was consulted on this movie, and Disney have taken the odd element of his visios for their new trilogy, so there's a good chance that it ended with the full reveal of his grand plan, and his ultimate downfall - something The Rise of Skywalker can show.
Much of Palpatine's plans, which were enacted after his death, concerned the Unknown Regions, and the discovery of more artifacts and powers connected to the Force. That suggests he's looking for greater power, and thus greater control. And with Rey, someone as potentially as powerful in the Force as Anakin, it could be she is the only one who could wield such power.
However, for reasons that should be obvious - it's the end of the Saga, which needs to have good triumph over evil - the Emperor cannot win. And that's where the two sides of Rey will take hold and end things. If there's a central thread that Episode IX can really pull on, it's the idea of bringing balance to the Force. It loops together all the movies, it pulls in characters from Anakin to Palpatine to Qui-Gon Jinn and more.
And it is a means of reconciling the darkness that is within Rey, calling to her all along, with the light. We've heard about darkness rising and light to meet it, and assumed it refers to different people. But perhaps it's within Rey to bring true balance to the Force. Somehow who has dark in her because of her creation, but chooses the light. With Luke dead, Leia unable to feature in any more films, and Kylo likely to die, there will be no more Skywalkers left after Episode IX. So why is it called Rise? Because, balancing the Force and bringing peace to the galaxy, Rey will effectively be a Skywalker, adopting the name as a title and honouring its legacy which, of course, all started because of Palpatine in the first place. If she is the one to strike him down to forge that new path, it'd be a fitting end to all nine movies.