Star Wars Episode IX: The Rise of Skywalker

[Vincent, Thunder God]

But it does look like Rey is, in fact, a Skywalker. Boring. Her actually being nobody is way more interesting.

I don't think that's a given.

My theory is that sometime around Mysteries of the Sith Mara Jade had an affair with Kyle Katarn and became pregnant with Rey, but Katarn disowned the child. Eventually Luke had to adopt her, but years later before going into exile due to Ben's fall to the Dark Side (and the subsequent death of Mara Jade at the hands of the First Order), he brought Rey to Jakku, where some distant relatives of Uncle Owen and Aunt Beru had settled for several generations. Unfortunately they were killed in a random raider attack while Luke was in exile, leaving only Rey alive, but she lost all memory of them due to the trauma. Luke decided to keep all this secret while training Rey but will reveal all as a Force ghost in the next film.

So yeah, she's a Skywalker, but in name only.