This is a pretty good point. Most people, even those disappointed with the character because he's "Emo" and "A whiny bitch," don't question how such an emo whiny bitch learned something like that. I haven't seen too many questions as to how/why the film neglected to set up his ability sufficiently to make it believable.
Dudes just automatically rolled with it and came up with their own answers later as to how/why he learned it, perfunctory as they probably were (Snoke taught him, Snoke seems to know what he's doing, He's just that badass, whatever) in order to better enjoy the badassery. There wasn't ever, at any point, any dialog establishing either Snoke OR Kylo as highly trained Force Users. It was just taken as read. And I'm not saying that's a bad thing. But they got a pass with way less textual evidence in the film than was presented for Rey's abilities as they came to the fore during the film.
So Kylo Ren:
Can put people on pause within 5 minutes of the film opening and nobody questions it, even AFTER it's shown he's nowhere near as skilled/composed as he presents himself.
But Rey:
Can't fly a starship through her own backyard without the film having to thoroughly, via dialog and set design, establish her skill as a pilot/driver.
I know people think it's unfair to slap down "The sexism card" latent or otherwise, when it comes to these sorts of discussions, but looking at that sorta shit, it seems like something you kinda have to take into account even a little bit, as unpleasant as it might be.