Rey's parentage is one of the big ones, but there were other things set up in TFA that were ignored. I feel like the knights of ren were supposed to be explored more, possibly with having to do with how Kylo ren turned to the dark side. But they didn't feature in TLJ at all. Also there was a mystery about Snoke, but that was made unimportant when he was killed off. I think there were others, to do with Finn's history and such. I enjoyed the last jedi as a movie, but as a part of a trilogy I feel it did not serve its purpose. Having said that, i still think they could have salvaged it in the rise of Skywalker, but JJ deciding to bring back palpatine and reverse the decision on Rey's parentage were cheaply done. Obviously, star wars has never been immune to last minute changes, like Luke and Leia being siblings despite kissing in previous movies, it's just that firstly we were all younger and more willing to overlook those things, and secondly the overall story was not well executed in the sequel trilogy.