Warning: The following contains some major spoilers for Star Wars: The Rise of Skywalker, so read at your own risk.
One of my favorite parts of watching Star Wars Episode II: Attack of the Clones was seeing Mace Windu in that massive Jedi vs. Clones battle at the end of the film. His purple lightsaber stood out above the rest, and it was the first thing I thought of when I saw Rey's yellow weapon at the end of the latest film. The second thought I had was, "where did she get it?"
What does the gold lightsaber mean?
The thing about the Star Wars movies is that a lot of the series' mythology exists outside of the film. We're getting into dangerously nerdtacular territory right now, but please indulge me. There are several Star Wars comics and even videogames that touch on not only the history of lightsabers but what their different colors, structures, and compositions represent.
In the case of The Rise of Skywalker, that yellow/golden color represents a blending of the green and red lightsabers. It's a neutral color, one that depicts a "balance" to the force.
Where did Rey get the yellow lightsaber?
While the movie doesn't explicitly say, it looks like she crafted the lightsaber herself. After burying Luke and Leia's sabers, sending them into "Ghost Force" territory, Rey is reborn as a new kind of Jedi.
But is she really a "Jedi" per se? Being the granddaughter of Emperor Palpatine imbues her with all of the evil, dark-side-of-the-force-Sith proclivities, but she fights these urges and chooses to be good. She's more "human" than anything, you know, just with exceptional force powers. The hilt of her saber appears it was carved out of her favorite staff weapon (that she was pretty proficient with) and she fitted it with a cigarette-type-lighter-flick to engage it.
Who uses yellow lightsabers?
When I played Star Wars: Knights of the Old Republic on Xbox, I exclusively rocked a yellow lightsaber because I thought the color was super cool, plus I didn't want to bite off of Mace Windu's. In Star Wars canon, however, the yellow color was typically reserved for Jedi Temple guards and Sentinels. We've only seen them on the screen (outside of video games) in Star Wars: The Clone Wars and Star Wars Rebels TV shows.
These Jedi temple guards are basically super-monks who are devoted entirely to protecting sacred areas, and often wear masks. Their lightsabers are usually double-sided ones as well, like Darth Maul's from The Phantom Menace.
Since The Rise of Skywalker ends with a huge hint that there would be a whole new generation of Jedi, and it looks like Rey will be the morally upright shining beacon of hope to protect the force, and help guide future do-gooders.
If you wanted to nab one of these yellow sabers for yourself, Disney World is selling some Jedi Temple Guard ones, and you can check out this dude's review of it here.
How are lightsabers made?
Well the ones in the video above are made by laborers in foreign countries manipulating plastic molds, but in the Star Wars universe, Kyber crystals are the source of their power. Pablo Hidalgo of Lucasfilm says that the crystals start out colorless.
The color only starts to form once a bond between the crystal and its user has been established. Which explains why the Sentinels in Star Wars lore have yellow lightsabers. They're of the belief of striking a balance between Consulars and Guardians, that there are other methods outside of the force that could help to solve life's problems and issues between people, groups, and nations.
All three of these groups, Consulars, Guardians, and Sentinels make up the Jedi order (there are always other titles peppered in there depending on which timeline you're looking at). Consulars typically rock green sabers and Guardians blue.
So it makes total sense that, after restoring balance to the force through less-than-conventional Jedi means, Rey's lightsaber would be yellow.
Personally, I think the purple lightsaber is the coolest, especially when you consider that the main reason it was created was because Samuel L. Jackson just wanted to stand out in the huge battle at the end of Attack of the Clones. I'm glad he did... you could always create a mythology about it later.