I figured something similar. My headcanon at the moment is that Palpatine created his son (who for want of a confirmed name I've decided was named Steve Palpatine) in a lab - maybe 'born' mature, maybe just the project was started way back so by the time of RotJ he was a young man - and when Death Star II did what death stars do and it looked like the Emperor went up with it, some captive scientist lady they'd been forcing to work on the project who'd sympathised with the poor kid busted him out amid the general chaos of the fall of the Empire, and they ended up having a baby. It kind of explains to me how 'sell her into slavery' was Plan A for keeping Rey safe: despite loving each other and her neither of them were really very well-adjusted people (especially if Steve has been brainwashed from birth so he'd be really easy to goad into hating his dad so he could strike-him-down etc. and it was only the Power of Love that was keeping him halfway sane).

Palpy wanting to kill Luke I can understand - specifically it was "the son of Skywalker must not become a Jedi," that'd be more of a concern when he's hanging out with rebels and has the ghost of Obi-Wan dropping helpful hints in his ear, Steve in his secret prison controlled by the Emperor would be much less likely to suddenly decide to be a Jedi. Or perhaps the Emperor wanted Vader to bring Luke to him all along, and just ordered him killed initially so Vader would think 'saving' Luke was his own idea; that is kind of on brand for the Emperor.

I don't love the whole Palpatine's-granddaughter thing, in the theatre that was my most "Wait, seriously?!" moment. I can forgive it just because it doesn't seem really that crucial to anything - yes yes Rey's upset she may become Bad Rey, but the whole thing at the climax of the Emperor trying to turn her to the Dark Side and her being "nuh-uh gramps" totally felt like just something that happens in Star Wars anyway, I didn't feel like it was shoving the improbability of her being his granddaughter in my face in a way that took me out of the scene.

So we getting a Zorii Bliss spinoff? Her little wordless interaction with Poe at the end was magic. (I know she's got a bucket on her head, but it's a lovely bucket. That could be like a theme for Disney+ shows, everyone's got a helmet on. Maybe in the Obi-Wan series he'll be wearing a flight helmet with the blast shield down the whole time because he's honing his skills.)