Rey has evidently heard myths and legends about the Jedi from childhood. In the absence of any actual Jedi, I think we can assume that she thought that these are simply *stories*.

Within the film's [official novelisation][1], there's a pretty solid explanation of what young children are taught about the Jedi (in the preface) and specifically about Luke:

> *Legends told that they possessed abilities beyond the ordinary,
> including powers of the mind, of invisible strength, of foresight and
> wisdom. But as wise as they were, the Jedi were not wise enough to see
> the evil within their beloved Republic. Those whom the Jedi had
> trusted as friends and allies betrayed and murdered them.*

and

> *Though the losses piled up and victory seemed impossible, these rebels did not surrender. They found hope in the heroics of a young
> man named Luke Skywalker. By learning the way of the Jedi, he helped
> bring an end to the tyranny.*

----------

Within the main novel, we get some insight into what the understanding of the average person is:

> *“Apparently he’s carrying a map that leads to Luke Skywalker, and everyone’s insane to get their hands on it.”  
“**I thought Luke Skywalker was just a myth.**”* 

and

> *“There have been all kinds of rumors and stories,” Han said. “The
> people who knew him the best think he went looking for the first Jedi
> Temple.” **Rey looked stunned. “The Jedi were real?**”*
> 
> *“I used to wonder that myself. A bunch of mumbo jumbo, I thought. Some
> magical power holding together good and evil, light and dark.” Han
> shook his head and smiled. “Crazy thing is, it’s all real. The Jedi,
> the Force, it’s…true. It’s all true.”*
> 
> *Finn’s brain hurt. His conception of the universe was falling apart.
> Did the Jedi and the Force actually exist? Had the First Order lied
> about them, too? Finn doubted a smuggler as seasoned as Han Solo would
> believe in such myths unless he had seen hard proof that they were
> real.*


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You may also want to note that according to the novelisations for the prequel trilogy, the Jedi weren't simply a mythical society but a well-integrated part of the Galactic Republic. Obi-Wan and Anakin were apparently household names on Coruscant and throughout the Republic. 


  [1]: http://starwars.wikia.com/wiki/Star_Wars:_The_Force_Awakens_(novel)