Finn is descended from or otherwise related to Mace Windu, the Jedi Master from episodes 1 - 3.
I've seen similar theories ever since the casting was announced, and I can't help but feel that a lot of the time people are drawing these conclusions using the flawless logic of 'he's black... Mace Windu was black... Connection?' Due to a complete lack of evidence to support it, I'm fairly confident that Finn is completely unrelated to Mace Windu.
Personally, I like the idea of Finn not being connected to anyone. He's just a guy who didn't want to be a part of the First Order anymore. And that's fine by me. We already have Rey and Kylo Ren to be the ones who have links to the older characters, we don't need more.The galaxy isn't that small.