Star Wars: The Rise of Skywalker left a lot of questions unanswered - meaning to fully understand all the details, you really need to read the tie-in books and comics. Star Wars has always been something of a transmedia franchise, and that's even more the case in the Disney era. The modern Lucasfilm insist all tie-ins are equally canon, and they frequently publish a range of novels in the run-up and aftermath of a film's release.
The initial wave of tie-ins were surprisingly irrelevant to the main story, and in fact Star Wars: The Rise of Skywalker contradicted its own setup. It clashes particularly badly with Rebecca Roanhorse's excellent novel Resistance Reborn, which showed how the Resistance regrouped after the Battle of Crait. Unfortunately, this isn't an isolated example, as Poe Dameron's new backstory directly contradicted previously-published comics as well.
Since the film's release, however, tie-ins have proved rather more important. They've helped to interpret J.J. Abrams' movie, to understand what he was trying to accomplish; they've explained some of the new ideas tossed out without any proper definition, such as the Force Dyad; and they've included a number of deleted scenes. These are all considered equally canon, although it's unclear how the various contradictions should be handled. So - here's everything you need to read in order to fully understand Star Wars: The Rise of Skywalker.
Star Wars: The Rise of Kylo Ren
Lucasfilm has long concealed Kylo Ren's backstory behind a shroud of secrecy, but they finally chose to pull back the curtain in Charles Soule's tie-in miniseries. This is actually essential reading, because it reinterprets Ben Solo, suggesting Kylo Ren never fell to the dark side at all; in fact, many of the atrocities he was blamed for were actually conducted by Emperor Palpatine himself, including the destruction of Luke Skywalker's Jedi Temple. Where Anakin Skywalker was seduced by the dark side, Ben Solo was trapped by it, manipulated into a place where he surrendered to it. This informs Kylo Ren's ultimate redemption, as he finally realizes he did have a choice after all - and chooses the light. Meanwhile, The Rise of Kylo Ren helps to understand the Knights of Ren, turning them into a little more-developed characters and giving their battle with Ben Solo on Exegol a little more potency as a result.
Star Wars: The Rise of Skywalker Visual Dictionary
Every Star Wars movie is accompanied by a Visual Dictionary, and the Star Wars: The Rise of Skywalker Visual Dictionary is unusually important reading. It begins the process of explaining the "Force Dyad," which is confirmed to be a natural phenomenon, strengthened when Kylo Ren attempted to penetrate Rey's mind in Star Wars: The Force Awakens, and is subtly tied in some way to the Sith Rule of Two. The Visual Dictionary clarifies the capabilities of the Emperor's new Star Destroyers, which are apparently unconnected to the Death Star superlaser and operate a completely different way. And the book explains how Rey repaired Luke Skywalker's lightsaber, using a leather strap to bind the two pieces together, and healing the Kyber crystal with a Force power she learned from the ancient Jedi texts.
Star Wars: The Rise of Skywalker Novelization
Rae Carson's novelization of Star Wars: The Rise of Skywalker was billed as an 'extended edition,' and it includes a number of deleted scenes that didn't make it past the editing room floor. It contains a lot of key information about the Force Dyad, revealing it requires both the light and dark sides of the Force, which explains why it was so rare. The Sith have been searching for - and, indeed, attempting to duplicate - the power of the Force Dyad for millennia, but have failed to do so because they only use the dark side; in the same way, the bond between a Jedi Knight and their Padawan is probably a shadow of the Force Dyad as well.
The Star Wars: The Rise of Skywalker novelization confirms Palpatine is a clone. "Emperor Palpatine lived, after a fashion," it notes, "and Kylo could feel in his very bones that this clone body sheltered the Emperor's actual spirit. It was an imperfect vessel, though, unable to contain his immense power. It couldn't last much longer." The film itself subtly hints this is the case, but Lucasfilm left it to Carson to clarify the point. A more surprising revelation is that Rey's father was actually a failed clone, rather than a genuine son of Palpatine. This particular twist is frankly surreal, but presumably Lucasfilm didn't like the idea of Palpatine having a sexual relationship of some kind. The origin of the Palpatine's fleet of Star Destroyers is revealed, with the Emperor telling Kylo Ren his disciples have labored for a generation to construct it.
Another surreal twist; the novelization insists the kiss between Rey and Kylo Ren was not romantic.
His heart was full as Rey reached for his face, let her fingers linger against his cheek. And then, wonder of wonders, she leaned forward and kissed him. A kiss of gratitude, acknowledgement of their connection, celebration that they'd found each other at last.
Lucasfilm's insistence there was no romantic bond between Ben Solo and Rey is bizarre, but they're sticking to it, and the novelization thus forms an interpretative lens for the scene in question.
Star Wars: The Rise of Skywalker Junior Novelization
In addition to Rey Carson's adult novelization, Lucasfilm also published a Star Wars: The Rise of Skywalker Junior Novelization. These junior novelizations usually aren't essential reading, but that's not the case this time. The junior novelization hints why Rey couldn't sense the spirits of the Jedi earlier in the film; because Palpatine was shrouding her in the dark side, just as he inhibited the Jedi of the prequel era from accessing the Force all those decades ago. Rey is only able to hear the Jedi of old when the Emperor has dismissed her, considering her no longer worthy of his attention; a fatal error. Meanwhile, in another significant character moment, the Star Wars: The Rise of Skywalker Junior Novelization confirms C-3POcan now remember the whole Saga, his memory banks updated courtesy of Artoo. The film itself really ought to have made that clear.
The Star Wars: The Rise of Skywalker junior novelization fleshes out the history of the Sith planet of Exegol, albeit only in broad details, and then contradicts Rae Carson's novelization with an alternate explanation of the origin of the Star Destroyers. A couple of deleted scenes contradict the novelization as well, so presumably readers are expected to decide what they believe for themselves.