Audiences were already assuming that there had to be some connection, possibly by blood, that might link Kylo Ren and Rey. Especially given that all those rocking the Force in the old trilogy seem to come from the same blood line. So maybe Kylo, aka Ben, and Rey are cousins? Once removed? It's an easy theory to stick with, and now Lucasfilm has provided some additional hints.
But can the studio be trying to mislead fans of the franchise? Not at all, as the official Star Wars Databank actually supports the idea that Kylo and Rey are at least linked, if not related. There is one term repeatedly used that is especially important to note.
Rey and Kylo are Connected... Obviously
Even if the two characters had never met in The Force Awakens, fans would assume Kylo and Rey had something in common. As in, besides being able to wield the powers of the Force. But they did meet, and audiences saw that Kylo was immediately interested in Rey. Thank the Lord, not sexually. So much so that he was troubled by her existence.
And it turns out that he may have had good reason. The Star Wars Databank has been updated with the following about Rey:
On Takodana, Skywalker’s lightsaber called to Rey, who experienced a Force vision. She rejected this call to destiny, but was captured by the dark side warrior Kylo Ren, with whom she shared a strange connection. Kylo took Rey to Starkiller Base, where he tried to understand her rapidly growing powers. With Finn in peril, she escaped and took up Skywalker’s lightsaber – and the quest to find the Jedi master.
The connection isn't exactly that subliminal, as the lightsaber flashback played more like an exposition sequence rather than a subtle hint. But, Lucasfilm does make it a point to use the term "connection" when regarding Rey and Kylo.
Kylo Ren's Official Star Wars Description
And this term, "connection", appears again when discussion Kylo Ren.
Snoke warned Kylo that there had been an awakening in the Force, and his apprentice would face a test when he confronted his father. Kylo swore his loyalties were only to Snoke. But he was intrigued when he captured Rey, a Jakku scavenger whose Force abilities were raw but very powerful. A mysterious connection seemed to link the two.
So they are definitely connected. Yeah, I would have bet all my money on that guess in Vegas. But the next question is whether they are related? Fortunately this time around Kylo isn't trying to get Rey in bed. As we all know how that turns out -- Awkward.
Sources: Star Wars Databank