Here's what the Empire's propaganda has told you: Darth Vader and the Emperor killed all the Jedi in the galaxy. They are the only two force users left alive. Except, of course, for the two survivors we know were in hiding. Obi Wan Kenobi and Yoda. They are the only two force users who survived their purge.
Except.... why does that need to be true? The galaxy is a big place. Why can't there be other Jedi hiding out somewhere just like Obi Wan was for all those years? In fact, it seems almost guaranteed that there's more Jedi out there. The EU played with this a lot - there were tons of padawans and jedi knights coming out of the wood work in those novels.
Before Palpatine's power play in the prequels, the Jedi Council didn't know about there being any secret Sith lords hanging out. So where did Palpatine come from? Darth Maul and Count Dooku? Well, they were just some bad force users hanging out waiting for their moment to strike.
So just like it's likely there's Jedi who have been hiding from the Empire in secret unbeknownst to them, there's always been Sith hiding out that the council don't know about. And why would Palpatine's Sith be the only ones? That dumb "Rule of Two" thing that makes no sense?
The answer to where Snoke comes from is obvious - it doesn't matter. He's been in hiding for a very long time waiting for the right opportunity. So the empire's forces being leaderless was the perfect time for him to just swoop in and show everyone how good at making lightning he is. It makes just a much sense as Palpatine being a hidden Sith or for Yoda to be hiding in that swamp.
It's almost a certainty that we'll see other rogue Jedi and Sith who have "been there the whole time" show up in future movies if these things keep getting pumped out.
It is very important to note that Snoke is not a Sith. Dark Jedi / Dark Force User / Sith are not synonomous. Snoke is not a Sith Lord (as of now). He is a dark force user though. ---