It's really kind of obvious, when you think about it.
Episode XI, The Rise of Skywalker is about the Skywalker family.
Rey is the main protagonist of the sequel trilogy.
Therefore Rey is a Skywalker
The question that need to be answered is how.
It is unlikely that she is the daughter of Luke. It does not seem likely that Luke had a physical relationship with anyone.
It is unlikely that she is the daughter of Leia. By all published accounts, Han Solo and Leia were on good terms at the time Rey was born. The only reason why Rey would have been a secret child is if Leia had been exposed as the daughter of Darth Vader. If this had happened, Rey would have been carried in secret and hid to save her life. According to the book Bloodline, this exposure happened about 10 years before The Force Awakens, which makes this theory unlikely.
It is unlikely that Rey would be the daughter of Darth Vader/Anakin Skywalker as it is most likley that Anakin lost the ability to father children when he was burned.
There is one possibility remaining. Rey is a clone.
Most likely, she is the clone of Luke. Luke lost his hand on Bespin. The Empire gained control of the city. Why not try to clone Luke?
She could be a clone of Vader as the Empire had access to his DNA for many years.
It is unlikely that she is a clone of Leia as the Empire did not know who she was until the end.
The other evidence that Rey is a clone is the mirror scene in the Last Jedi. When Rey asks to see her parents, she sees a reflection of herself.
As Rey is a clone, she is not part of the Skywalker bloodline. But she has Skywalker DNA. The rise of Skywalker is the maturation of Rey.
