Best read after my article containing the Identity of Snoke (The Grand Inquisitor)
https://www.bungie.net/en/Forum/Post/184134188/0/0
TLDR at bottom
So another one of the many mysteries regarding the new Star Wars the Force Awakens, are the briefly mentioned Knights of Ren and their place. Here is why we have already seen them, just slightly different. They are in fact,
THE INQUISITORS
(For those of you who don't know, the inquisitors were a specially trained group of dark side users(not sith) trained by Darth Vader(Remember this) to hunt and kill Jedi after execute order 66, and to kill or train force sensitive children in order to control or get rid of the threat. There are 3 known Inquisitors, all coming from the show Star Wars rebels, but it is implied there are more)
So, if my theory about the grand inquisitor/Snoke is true, we know that after an EXPLOSION in rebels, he survives, but had his face damaged in the explosion, shown in the new movie. He then stays in hiding, ASHAMED KF FAILING HIS TEACHER AND IDOL DARTH VADER, and comes out after RETUREN OF THE JEDI to assume control and help organize the remnants of the Empire, being he is the most powerful dark side user currently. But wait, what happens to the OTHER INQUISITORS? They don't simply dissipate, as only Sideous and Vader were killed. They are now in a position to have POWER over the struggling Empire, but their orginal leader the Grand Inquisitor (Snoke) and teacher(Vader) are gone, what do they do? REORGANIZE INTO THE KNIGHTS OF REN.
So if Snoke is still alive, we can assume some original inquisitors are ALSO ALIVE. But furthermore, we hear of new force sensitive children being trained at the Arkanis Academy to be inquisitors during rebels and the original trilogy. And with the inquisitor's "inquisition" over with the death of Vader and the Empire, they regroup under the newly appeared Snoke, their past leader. But WHAT are the Knights of Ren? Let's dig deeper, and analyze what is happening.
So what is their purpose now? Their teacher and empire is destroyed. Well Kylo puts it best, "I will finish what you(Darth Vader) started." And that's EXACTLY WHAT THEY ARE DOING. We can assume that the Knights are FORMER INQUISITORS, with powers of the dark side. Now they mourn their teacher and idol Darth Vader. We notice Kylo practically WORSHIPS DARTH VADER, but who instilled that in him, inspired him to do it? THE KNIGHTS IF REN DID. Well Snoke seems to have a respect for Vader, and does not discourage Kylo' worship of him. Snoke was also the Grand Inquisitor, and we can theorize he reorganized the Knights of Ren after the empire fell, leading them on their new path, their CONTINUATION OF VADER'S GOALS. They are finishing what Vader started,LIKE KYLO SAID IN THE TRAILER, obtaining absolute power to bring peace to the Galaxy under one rule. But why would they idolize Vader so much. Why not the more powerful and higher ranking Palpitine? Well it WAS VADER who trained and commanded the inquisitors. Now Snoke has gathered the inquisitors to finish their duty to kill Jedi and bring order to the Galaxy. The Knights are practically on a CRUSADE FOR VADER, giving them their "KNIGHT" title. They worship him and follow his teachings, a cult or religion if you will, with Snoke at the head, UNTIL KYLO.
How did Kylo become the leader of the Knights of Ren SO FAST? He was young, and they had been around for a while if my theory is right, why accept him?One reason. VADER. If they worship Vader they would see Kylo as a reincarnation or second Vader due to his heritage. They would take him in, give him the best training, and make him lead, sort of as a holy figure and master.He would complete what Vader started and lead them on their KNIGHTLY CRUSADE against Jedi and the republic, bringing peace and order to the Galaxy. Thus the haste to find (and probably kill) Luke and Rey.
TLDR: Snoke, the Grand Inquisitor, hid from Vader after failing and being wounded in an explosion in rebels. From this time to the fall of the Empire, new inquisitors are trained by Vader and other Inquisitors. When the Emperor and Vader are killed, Snoke reforms his former inquisitor underlings and allies to create the Knights of Ren alongside the First Order. The Knights of Ren and Snoke worship and follow their former leader and teacher Darth Vader, and continue trying to finished he goal of killing Jedi and the republic for order and peace, which could only be obtained through absolute power. Thus the "I will finish what you started" by Kylo in the trailer. When Kylo is born, Snoke convinces him to join the Knights and their following of Vader. Kylo is revered as holy due to his heritage to their idol Darth Vader, and is given the best training and leadership of the Knights(Former Inquisitors) They are called Knights since they are on a "crusade" against The republic and Jedi like Vader intended. They follow his dream and Kylo, with Snoke having control over Kylo, and partially the Knights. You can see that in the small flashback in the movie the Knights, including Kylo, have helmets resembling Vader's and are dressed in black like him. They are basically a religious following, as we can see Kylo's devotion and worship of him as well as Snoke's respect for him(with the little we have seen)