Finn is constantly frustrated by Rey’s quest to return to her planet. If she can leave whenever she wants, then why does Rey want to go back to Jakku?
Rey wants to go back to Jakku because she’s holding out hope her family will return. She is abandoned, for reasons unknown to the audience, by her family and left on the planet.
Despite being a pilot who can fly anywhere, Rey patiently waits on the planet to make contact with those who left her.
We learn why Rey wants to go back to Jakku
In Star Wars: The Force Awakens, Rey and Finn are able to successfully escape the first order while commandeering the Millennium Falcon. After shaking the First Order Tie Fighters, a faulty motivator in the Falcon unleashes toxic gas into the main room. The toxic fumes are not too dissimilar to when Obi-Wan and Qui-Gon nearly perish from poisonous gas.
Finn urges Rey to leave the system, as the First Order can’t be far behind. Rey, looking to help BB-8 reach the Resistance base, dismisses Finn’s urgency.
Rey says she’ll drop Finn (who she believes to be working with the Resistance) and BB-8 off at the Ponemah Terminal. That is the terminal linking the way to the Ileenium System which holds the base.
Confused, Finn asks where Rey will go. She says she’ll return to Jakku. Finn says that Rey is a pilot who can fly anywhere, so he’s confused why she’d go back to a desert “junkyard” planet. She says it’s none of his business.
Far later in the film, Rey makes physical contact with Luke Skywalker’s original lightsaber. The saber, which speaks to Rey through a force connection, reveals memories of her past.
We see Rey, as a young child, begging for a ship to come back. Her family, for reasons unknown to the audience at the time, leaves Rey behind on Jakku. She had made it her mission to permanently live on Jakku in hopes that one day her family may return.
So that’s the answer. Rey wants to go back to Jakku because she’s holding out hope that her family, who abandoned her, may return.