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arcaneguyver said:

The Emperor didn't need to be explained in the OT - the Empire were the villains, ergo we have an Emperor helming it. Vader serves him, so he's probably super OP. He wants Vader to find Luke to become his new apprentice, and decides to kill him when he declines after revealing he has a sister (another potential convert).

Snoke, on the other hand...he comes out of nowhere in chapter #7, with a whole fleet, ultimate WMD, and sith (?) underling (whom he decides on a whim shouldn't wear a mask because reasons). He's got some fancy force tricks, his fleet recovers instantly from having the incredibly expensive WMD blown up, doesn't know his fleet has the ability to track through hyperspace, wants Rey initially to turn her...and then decides killing her & Luke is a better plan because reasons, and then dies like a chump.

I think it's pretty obvious the First Order is just the Empire rebuilt, it's not some entire new fleet. 

That said yes, they could have had a better explanation on it, but ultimately it doesn't really change the movie and that should have been in The Force Awakens, not The Last Jedi. Presumably he is some evil dude that took over the vacuum of power left after the Emperor and Vader were dead. It doesn't really matter where he came from, just that he did rise to power as a Dark Side user and took over the Empire.