Since the release of Star Wars: The Force Awakens many fans have been trying to unlock the mystery to discover the true identity of Daisy Ridley's character Rey who despite being the movie's primary protagonist her origins, family name and her true allegiance remain a mystery. As such, speculation has been rife with theories ranging from the very possible to the most outlandish. According to reports fans may not learn the truth until Colin Trevorrow's Episode IX is unleashed in theaters in 2019. While it is highly unlikely that Rey's true identity will be confirmed officially before then, with The Force Awakens having focused quite heavily on her character we do actually have some pieces of the puzzle of the mystery of who, or what Rey is.
Human characters in Star Wars, like post people here on Earth, have at least two names; their given name and their family name - Han Solo, Leia Organa, Luke Skywalker, Lando Calrissian, Sheev Palpatine, Anakin Skywalker, Padme Amidala, Obi-Wan Kenobi, Mace Windu, Jango Fett, Boba Fett, Qui-Gon Jinn etc. Although it is true that some characters in the Star Wars universe only possess a singular name, these characters are usually not human such as Maul, Watto, Yoda, Chewbacca etc. As such it seems unusual that Rey has no family name.
Then there is the puzzle of her given name. When Rey touches Luke Skywalkers (formerly Anakin's) Lightsaber and experiences a barrage of visions we hear Obi-Wan Kenobi say her name, Obi-Wan's following words to Rey are heard as the vision subsides, fading as she returns to reality - Rey connects to the Force through the lightsaber, awakening her abilities and connection thereof. We know this awakening was felt by Supreme Leader Snoke and Kylo Ren, it is, therefore, logical to suggest that it was also felt by Obi-Wan (much like when Alderaan was destroyed by the Death Star) who then reached out to Rey with his words of guidance "Rey, these are your first steps."
This makes Obi-Wan the only character to call Rey by that name without her introducing herself beforehand, as beyond the circle of characters she meets throughout the movie (to which she introduces herself as Rey), all other characters refer to her as the "girl", including Kylo Ren, Supreme Leader Snoke and of particular interest, Unkar Plutt (portrayed by Simon Pegg), who despite having been responsible for her since she was left on Jakku referred to Rey as "Girl" when she was little and again when he ordered his goons to grab BB-8. Whomever Rey really is, rest assured Unkar Plutt knows the truth, and will likely return.
At the beginning of The Force Awakens we see Rey taking refuge in the remains of an AT-AT Imperial Walker, within and thereabouts we see that Rey has a selection of X-Wing pilot memorabilia including a Doll of an X-Wing Pilot as well as an X-Wing pilots helmet. As is usually the case with such "military" attire a name is written on the side of the helmet in the Star Wars language known as Basic, a hieroglyphic language that when spoken sounds like English (the three symbols that look like 7GE). Interestingly the name on the side of said helmet is "Raeh" or "Rey". Could it be that Rey isn't actually called Rey, that she took the name from the helmet as her own and that before her exile on Jakku she was known by another name?
There has been and continues to be a lot of speculation into who exactly Rey's parents are that left her on Jakku with Unkar Plutt. Suggested thus far have been Emperor Palpatine, Obi-Wan Kenobi, Leia and Han, and of course Luke Skywalker. There have even been other suggestions that Rey may be another child born of the Force or that Rey is the reincarnation of Anakin Skywalker. Another more recent theory, fueled by an interview with Star Wars concept artist Iain McCaig, suggests that Rey could be the descendant of an alleged romantic affair between Qui-Gon Jinn and Shmi Skywalker that was reportedly in early versions of The Phantom Menace. Considering Lucasfilms reluctance to even refer to the prequel trilogy for fear of a fan backlash we doubt that this theory has any weight.
Unfortunately nothing more in The Force Awakens or any snippets revealed since the movies release shed any more light on the mystery of who, or what Rey is. The only possible glimpses into the mystery of the Saga's new, female protagonist is that her name likely isn't Rey and that she has an exceedingly strong connection to the Force.