One of the more common criticisms of The Rise of Skywalker is that it apparently retcons Rey’s lineage and reveals that she is actually Palpatine’s granddaughter; people assume it undermines the point of her being “nobody” and the supposed idea that “Force-sensitives do not come from bloodlines”…
I should start off by saying that her arc in The Last Jedi is not about her being “nobody” or about “finding [her] place in all this,” contrary to popular belief, but instead about how she learns to stop caring about and move from her parents entirely, coming to terms with the truth that they, as Kylo Ren puts it, “threw [her] away like garbage.”
In The Last Jedi, Rey refuses to accept this truth — even going as far as denying this when Kylo Ren taunts her during one of their conversations —, instead having lied to herself for the past several years of her life that they truly cared for her, that she was worth something to them, that she was abandoned for some important reason which would “show” that her parents cared for her, reinforcing this lie as a way of ensuring it would not perish — henceforth helping her feel happy and thus pushing away her feelings of self-worthlessness.
Rey, however, is unsure as to what that “importance” exactly is, and thus hopes that if she does find out she is important then it would “show” that her parents loved her and abandoned her to, say, hide her in an act of protection.
It is, for this reason, she, for so long, has wanted to find out as to who her parents were, hoping to infer as to what her “importance” is, only so she would use it to reinforce her lie — and why she hoped for Luke to show her this “importance,” hoping to use that importance to justify her parents abandoning her; however, when Luke refused, she goes into the mirror cave, hoping for it to show her parents to her — by seeing her parents, she would get to see who they exactly were, and, in turn, infer as to what her “importance” exactly is, judging their appearances.
In the throne room aboard the Supremacy, Kylo Ren, having learned from their touching of hands as to how Rey wanted to find out who her parents were, as well as the truth of her parents, manipulates her into admitting said truth — in that moment, she begins to refuse her lie, coming to terms with the truth that her parents had no true reason for abandoning her, that they hated her, seeing her as nothing but a worthless piece of junk.
(At this point, Rey admits her parents were “nobody,” in the sense they had no important reason to abandon her, instead discarding her as though she is completely worthless; she has “no place in this story” in the sense that, again, her parents did not abandon her because she was of some “importance” and they loved her, they abandoned her because, to them… she is worthless.)
Because of this, she finally overcomes her “need” for her parents, learning to move on from and stop caring for her parents entirely — hence why she does not seem to be affected by the truth of her parents during the Battle of Crait; now, with no other option, with Luke having rejected her, with Kylo Ren being the bad guy, with Han Solo now dead, with her parents having thrown her away like garbage, she decides to attach herself to the Resistance and rely on them for validation.
Secondly, Rey being the granddaughter of Palpatine in The Rise of Skywalker is a way of reinforcing her irrational, toxic core belief that she is worthless.
Ever since her abandonment, Rey came to the conclusion that the only reason her parents could have abandoned her is if she is inherently worthless, and over the next several years of her life, up until adulthood, when her parents did not return for her, this belief became internalized, becoming an unconscious core belief — consciously forgotten by Rey, although it still influences her conscious feelings and decisions; quite similar to in real life, where core beliefs start out during childhood as regular, conscious conclusions, and over time, up until adulthood, they become internalized, unconscious… consciously forgotten by you — you are unaware it even exists in the first place —, yet it still influences your conscious feelings and decisions.
This core belief leeches off her feelings of happiness, and because of this she desperately relies on others for validation and approval, hoping for it to help her feel happy and push these nasty feelings of self-worthlessness away — this is the lie Rey believes, that worth only comes from others, that she is only worth something if other people think she is, due to her lack of self-value; what Rey needed was to come to terms with the truth, that self-worth comes from within and not from others.
Her relying on others for validation and approval is shown in the films, for example she bypasses the compressor on the Millennium Falcon after Han Solo initially dismisses her, even literally spelling it out to him, only for him to shrug it off without caring, causing Rey to look disappointed — this implies she relies on others for validation, which, in turn, implies she has a lack of self-value.
Her character arc in The Rise of Skywalker starts off with her receiving a vision of herself as a Sith, ruling on the Sith throne — she begins to fear the mere idea of her turning to the dark side, convinced that no one is going to give her approval if she were to turn to the dark side; hence why she begins to feel unworthy of being a Jedi and using a lightsaber, convinced she would become a Sith if she remains a Jedi and continues using a lightsaber.
Of course, Rey learns of a truth even worse than that of her parents throwing her away like garbage… she is Palpatine’s granddaughter — she begins to fear of what the wider galaxy would think of her if they find out who she is, since her grandfather is the Sith lord who not only destroyed the Jedi Order but also made the galaxy suffer under the rule of the Galactic Empire and was also responsible for the destruction of Alderaan.
Upon injuring Kylo Ren during their duel, she becomes convinced that her heritage is the thing that is causing her to continually give into the dark side — since this is the first time she had given into the dark side after she learned the truth of her heritage. Because of this, she exiles herself, convinced she is meant to end up just like her grandfather, still held back by her belief that no one is going to give her approval if she were to become a Sith.
Luke Skywalker, aware of her heritage, shows up to her and dismisses what she believes, explaining to her that her value is determined by her heart and not her heritage — proven to be true by Leia deciding to train her, despite how she has acknowledged who Rey truly was — and that said heritage does not define who she is and how her future is going to turn out, urging her to face her fear, confront Palpatine and save the galaxy; this convinces her that she is able to do the right thing, regardless of her heritage.
Right at this point is the first time Rey truly acknowledges the existence of her core belief of self-worthlessness and how it has been holding her back her entire life — when Luke informed her that, “Confronting fear is the destiny of a Jedi,” she applied this to her fear, that being her feelings of self-worthlessness.
Of course, she goes to confront Palpatine on Exegol and gets her ass whopped by him, leaving her heavily weakened. Feeling unable to defeat Palpatine on her own, she turns to the Jedi of the past for support; in response, they encourage her to try her best to defeat Palpatine, regardless of how puny she is in comparison to him — now, she has enough strength to not only refuse the lie she had believed her entire life, that she is worthless, that she is only worth something if other people think she is, but also rise and stand against Palpatine.
He dismisses her as nothing, no match for the “power in [him];” instead of succumbing to his remarks, she ignores them and responds back with her own, self-made sense of self-worth and self-esteem… that “she… is all the Jedi,” and the icing on the cake is that she has pulled in the Skywalker lightsaber, the weapon she has felt unworthy of using for so long — she finally feels worthy.
No longer held back by her irrational, toxic core belief that she is worthless, having come to terms with the truth that worth and acceptance comes from within and not from other people, Rey destroys Palpatine — the embodiment of this belief — once and for all.
The ending of The Rise of Skywalker further reinforces how Rey is no longer held back by this core belief.
For one, when asked her name on Pasaana she simply responds that she is “just Rey,” when at that point she was still held back by her core belief, whereas on Tatooine, now no longer held back by her core belief, when asked her name, she responds, “Rey Skywalker,” — this implies Rey finally feels worthy of naming herself as a Skywalker.
Secondly, the sequence parallels her beginnings on Jakku, as a way of showing how much Rey has grown as a character up until this point; in the first film, Rey is held back by her core belief of self-worthlessness, spending her days on Jakku, hoping for her parents to come back so they would give her validation, helping her feel happy, thus pushing back her feelings of self-worthlessness — whereas at the end, Rey has already overcome her core belief, she is now happy and accepts herself, she no longer relies on other people for approval. On top of that, in the first film she looks at that old woman on Jakku with worry and fear, that she would end up having lived her life sad, whereas here she has matured, she looks at the old woman, this time knowing she would grow old happily, descriptive of her own self-value.
I should also end off by addressing one common misconception of her arc in The Last Jedi, that being her parents were nobody in the sense Rey was not from some super-duper important bloodline — she was more specifically focusing on her parents, not anyone else in her bloodline such as ancestors, her parents were the ones who abandoned her and she wanted to feel as though they truly cared about her, to cope with her irrational, toxic core belief.
Even then, just because her parents — the ones who conceived and birthed her — were nobody, does not mean her other ancestors were nobody. It is also for this reason I do not really get the notion that “Rey nobody showed to us that Force-sensitives do not come from super-duper important bloodlines,” especially when this was already inferable throughout the Skywalker saga.