Many people ship Rey and Kylo Ren. But I have a different theory:

Daisy Ridley, the actress who played Rey, was surprised that many fans asked her who Rey's parents are. According to her, if you look closely at the movie, you will know the answer. Princess Leia seems to care a great deal about Rey. Why would she care so much?

And also, if the director and script write DID make Leia and Han Rey's parents, then it would be a Luke and Leia deal all over again, which would be smart and sort of ironic.

And ALSO: Maybe Snoke was just saying that he linked Rey and Kylo's minds. Maybe he did that to divert them from the truth that they might be related. If you remember, Luke and Leia also had a mind/feeling connection. That could have been "passed down" to Rey and Kylo, if they are related.