SPOILERS ahead from Star Wars: The Rise of Skywalker.
One of the big mysteries of the final Star Wars Skywalker trilogy was the truth about Rey's parents, and we did kinda sorta get that answer in Star Wars: The Rise of Skywalker. Rather than focusing on Rey's actual parents, the big focus was on Rey as Emperor Palpatine's granddaughter. (So, yes, one of these Rey theories from two years ago was actually correct.)
After a Star Wars: The Rise of Skywalker screening, J.J. Abrams was part of an on-stage Q&A. Vanity Fair pointed out that Rey went from thinking she was "nobody" to finding out she descended from someone terrible, Emperor Palpatine himself. Abrams was asked why that was important thematically, and here's his answer:
One of the themes of the movie is that anyone can be anything regardless of where you're from. I don't know if it resonates for everyone, but I think there are quite a few people who appreciate that idea of not coming from a place that you're particularly excited about or proud of. Though I completely understand 'you're nobody' is a devastating thing, to me the more painful, the more shocking thing was 'you're from the worst possible place.' And is your destiny, is that thing that you feel, that you know is part of you, somehow, that you're haunted by, is that your destiny? The idea that choices -- there are things more powerful than blood, as Luke says. That feeling was an important thing to convey for us.
Speaking of choices, the end of Star Wars: The Rise of Skywalker showed Rey's choice. On Tatooine, where we first met Luke Skywalker in A New Hope, she was asked for her full name. She said Rey Skywalker. She chose Luke and Leia as her family, along with Leia and Han's son/Anakin Skywalker's grandson, Ben Solo.
In Rian Johnson's Star Wars: The Last Jedi, Kylo and Rey talked about Rey's parents being nobodies and she herself was a nobody from nowhere. It was a choice some fans appreciated and others thought was BS after the build-up in J.J. Abrams' The Force Awakens. Daisy Ridley had teased that the question of Rey's parents would be answered in Rise of Skywalker. The movie shows her parents, briefly, before they are killed. Rey's father was apparently Palpatine's son, although the story doesn't go down that road at all. Instead, the focus was on protecting Rey, whose Sith blood made her powerful and also in need of hiding and protection. (Apparently being Palpatine's granddaughter is why Rey seemed to learn so much faster than Luke?)
J.J. Abrams continued by bringing Kylo Ren into the conversation, as the grandson of Darth Vader/Anakin Skywalker. Abrams liked the idea of having these two grandchildren of iconic characters from the very start of the nine-film saga interacting and making powerful choices for their own destinies:
This whole trilogy -- this 7, 8, and 9 -- is really about the generation that sort of follows the great generation and the idea of balance, bringing balance to The Force. Which is the whole point of the chosen one Anakin in the original trilogy. What I love was the idea that balance brought to The Force doesn't mean it's forever. It's not immediately everlasting. And I think the idea that if we are not careful, the evil will rise again. That we have to be proactive in doing what we can and maintain the balance, and how does the generation that follows the great generation do that. And the idea that these two main characters, both the grandchildren of these crucially important characters of Palpatine and Skywalker -- as [co-writer] Chris [Terrio] was saying, these two houses coming together in this next generation felt like there was an inevitability to it. And if one were to watch [Episodes] 1 through 9, you know, 50, 100 years from now, hopefully you feel that these stories were inevitably leading there.
The word "inevitability" was used a lot in the build-up to Star Wars: The Rise of Skywalker's opening in answer to why Palpatine was brought back in this movie. Fans thought he was dead and gone in Episode VI – Return of the Jedi, killed by Anakin/Darth to save Luke. Anakin then died himself by his son's side. But since Palpatine was introduced in the prequels as a senator from Naboo, and also the Sith Lord Darth Sidious, they wanted to keep him a part of the full Skywalker Saga until the end. Unlike Darth Vader or Kylo Ren, the emperor is not redeemed. Instead, Rey defeats all of the Sith with the power of all of the Jedi in a scene that reminded me of Avengers: Endgame's climax (with some elements of Harry Potter vs. Voldemort).
J.J. Abrams knows not all fans will appreciate his choices from Episode VII and now in Episode IX. He had a response ready for the criticism.
How do you feel about the reveal of Rey's parents, for as little as we learned about them, and about the larger reveal that Palpatine is her grandfather?