I think it is important to the overall theme of the movies. It's all about the Skywalker lineage and how important the members are to balancing the force and the fate of the galaxy. If Rey's parents don't matter and she was just another Force birth or just someone with innate force abilities, it kills the mythos. It then becomes, "hey you can be a Jedi. And you can be a jedi. And you and you too!"
And if you've liked Star Wars so far, her being a Skywalker shouldn't annoy you. All the movies have had blood relations or other connections and everyone's ability to find each other so despite it being a huge galaxy, it feels small.
Her being Ob-Wan's grand-daughter just overly complicates things.
Collider Video's Jedi Council had Kyle Newman as a guest and he puts things a little more eloquently than I did regarding Rey's parentage.