The down-n-dirty details: Rey could be Palpatine's Granddaughter
1 - Rey's fighting style almost shot-for-shot the same as Emperor Palpatine (vid clip shows them side-by-side)
2 - Rey's anger during multiple confrontations (both with Kylo and stormtroopers). In the book (which is canon) this is described even further as Rey having a voice in her head telling her things like 'Kill him'
3 - Reactions from other characters (Kylo, Maz and even Luke). In fact the book further describes Luke's look/feelings as 'haunted' which could be interpreted as he knows what could happen if he trains Palpatine's granddaughter.
4 - this relationship with Palpatine could also explain why she was hidden by Luke. Couldn't let Kylo or Snoke get a hold of her.
There are other interesting tidbits throughout the video showing a connection and bringing this theory to life.
I like it better than her being a Skywalker. I like it better than her being related to Obi-Wan also.
That's a pretty cool theory...I like it.