Star Wars: The Rise of Skywalker re-introduces the emperor, Sheev Palpatine. We learn that
Rey is his grandchild.
When did he have children?
Are there any hints from canon sources prior to The Rise of Skywalker that he might have had children?
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In the novelization, Rey is trying to fake out the Emperor during the Sith Ritual on Exegol, she gets a vivid vision of her grandfather’s past. Return of the Jedi led the powerful Force user to “thrust his consciousness” into a clone body. But, it would turn out that the “transfer was imperfect” and the Sith present for the transfer decided to get another host ready for Palpatine’s “consciousness.” A certain attempt was describes as a “useless, powerless failure,” who also doubled as a bit of a cosmetic defect as well. That clone would end up being Rey’s father in the story.
We also have a quote directly from the film's official novelisation
The heretics of the Sith Eternal toiled, splicing genes, bolstering tissue, creating unnatural abominations in the hope that one of these strandcasts would succeed and become a worthy receptacle. The heretics would do anything, risk anything, sacrifice anything, to create a cradle for their god-consciousness.
Nothing worked. But their efforts were not entirely in vain.
One genetic strandcast lived. Thrived, even. A not-quite-identical clone. His “son.” But he was a useless, powerless failure. Palpatine could not even bear to look upon such disappointing ordinariness.
The boy’s only worth would lay in continuing the bloodline through more natural methods.