My theory is that Rey's dad is either Vader or Luke.
*spoilers*
1) Anakin was told about midi-chlorian manipulation to create life and we know that Palpatine created Anakin:
https://dorksideoftheforce.com/2018/12/20/star-wars-comic-anakin-father/So, before Vader dies in VI, at some point he does the same ritual and it turns out to be Rey. The major hole in this theory is that would mean Rey is closer to 30 years old when we meet her and she certainly doesn't look like it.
2) Luke, having all the old texts on the island and presumably reading them, could have also discovered the ritual and tried it himself, after his failure with Ben and could foresee disaster, and ended up creating Rey which means Luke is Rey's Dad.
If Palpatine is really still alive there's stuff in the Rebels show, right at the end of the series, that can explain how it would be possible with The World Between Worlds stuff allowing time and space manipulation that Palpatine could have used to survive.
TL;DR - Either Vader or Luke manipulated midi-chlorians to create Rey.
PS - Can we change the title of this thread?