Look I'm not here to prove why this theory is viable, or even to make a claim that it is. I just think it would be an interesting twist that not that many people have considered. I just have a couple points as to why it would be an interesting (and not entirely impossible) plot point.
FIRST is that Darth Sidious has been present in some capacity for the entire franchise. Whether he is plotting against the senate of the republic or pulling the strings in an all-encompassing empire, Sidious has had a major impact on the course of this story, and has been a thorn in the side of the Skywalker family. If Luke and Leia discovered that Rey was a descendant of Sidious while she was in her early days at Luke's academy they could've decided that she posed too great a threat to keep around. Meanwhile, Vader-obsessed Ben Solo could've come across the same insight and decided to protect her as a way to further his own goals of becoming even more powerful than his grandfather.
We all know that Kylo destroyed Luke's academy, it's just a question of why. What if Kylo Ren turned on Luke because he found out that Luke was hellbent on destroying Rey in order to maintain balance in the force? This creates murky morals for our favorite Jedi Master, and gives us a better sense of Kylo Ren's commitment to the dark side. Rey, on the other hand, will eventually discover her origins, and if they are sinister in nature it will give her an uphill emotional battle as she will realize that her sole purpose is to oppose the Jedi.
SECOND is that she wouldn't have to be biologically bred. In Revenge of the Sith Sidious tells Anakin the story of his master Darth Plaguies, and that Plaguies had the ability to use the force to create life. It is implied that Sidious never mastered this skill, but he had plenty of time between ROTS and ROTJ to figure it out. So I humbly offer the idea that before he died, he manipulated the force in a way that eventually led to the creation of Rey.
What if Rey is related to Sidious? What does this mean for Luke? What does this mean for Snoke? Most importantly, what does this mean for Rey? Will she be able to deny her creation and become a master of light? Or will she join Kylo Ren and be an administer of the dark side?
Post thoughts, rebuttals and enraged insults in the comments! Let's talk!