Two big questions about her: who are her parents, and who left her on Jukka.
Parents
The obvious conclusion I think most people have drawn, is that her father is Luke, and the mother is someone that may or may not be important. The interesting twist is, could she be Luke's daughter, and Luke doesn't know about her existence? If Luke does know about her, do Han and Leia know?
Second feasible option, she's Han and Leia's daughter. I think this is less likely, because you would think that they would have made a bigger deal about her than they did. Especially with their concern for Ben.
Third, is that she's someone else's, and unconnected to the Skywalkers. I don't think this is likely at all.
Who Left Her
This partially depends on who her parents are. Let's assume that her father is Luke.
Option 1: After the attack from Kylo Ren, Luke left with Rey, and left her on Jukka.
Option 2: Luke doesn't know about Rey, and that the mother, or someone else, left her there.
Option 3: Han and Leia know about Rey, and one of them left her.
Option 4: Kylo Ren, following his attack, escaped with Rey, and left her. He had a bit of the Light Side pulling him, and he couldn't knowingly kill his family.
Option 5: Someone else escaped with Rey after Kylo Ren's attack.
Any other thoughts?