From Darth Vader to Luke to Kylo Ren, the legacy of the Skywalkers runs deep through the Star Wars saga, but the origin of the Skywalker family is shrouded in a murky connection to the Force. While the reveal of Han Solo as Kylo's father in Star Wars: The Force Awakens is important to the storyline, and the reveal of Darth Vader as Luke's father in The Empire Strikes Back is one of the most iconic scenes in cinematic history, Anakin gets no such scene, as his mother, Shmi Skywalker, claims he has no father. That's certainly a loaded circumstance in a franchise so steeped in mythological and religious trappings, and things only become more complicated when Disney's recent change to the canon is taken into account.
When Disney acquired the rights to Star Wars in 2012, they began a process of phasing existing non-film works out of canon, placing them under the legacy Legends label. Thus, in the current Disney canon, the only real information provided about Anakin's paternal heritage comes in Star Wars: The Phantom Menace when Qui-Gon Jinn speculates that the boy is the Chosen One, immaculately created by the Force to bring balance between the dark side and the light. However, Legends material offers a bit more context to that oblique, biblical explanation.
As detailed in Darth Plagueis, a Legends novel set before the events of the prequel trilogy, Darth Plagueis, of the much-memed tragedy, and his apprentice Darth Sidious finally managed after much travail to effectively bend the power of the midi-chlorian Force-sensitive microbes to their will. Plagueis, fulfilling his lifelong obsession, used the dark side of the Force to manipulate life and death in the unnatural way that Sidious would later promise to teach Anakin in Star Wars: Revenge of the Sith. The Force chafed against being abused in such a way, and the midi-chlorians reacted to the actions of the two Sith by conceiving a child that had the power to bring balance to the Force.
Having Darth Sidious play a role in Anakin's very birth does seem appropriate, as The Emperor has been the constant underlying antagonist throughout all nine Star Wars films, and this would mean that he is not only inextricably linked to the Skywalker family, but almost a distant relation. What's more, by intertwining the Palpatine and Skywalker lines, Rey's claim to the latter name at the end of The Rise of Skywalker would be even more definitive, although it also might undermine some of the sequel trilogy's themes of found family.
Of course, any bits of lore drawn from non-canon Legends material have to be taken with a grain of salt. But as the Disney canon expands, the studio will be presented with more and more opportunities to incorporate the old canon into the new, as they already have with a few notable Sith Lords. There have even been some hints dropped in the Darth Vader comic book series that seem to support some version of this rebellious midi-chlorian explanation (but it's confirmed Palpatine didn't create Anakin). Although the Star Wars universe is reportedly moving away from the Skywalker family, their importance was so great that the question of their origin will always be relevant, and any answers, canon or otherwise, will have an outsized impact on the fandom.