The Son
The Son is the embodiment of the dark side of the Force, a god of Mortis who is power-hungry and full of hatred. His return was already set up at the end of Ahsoka season 1, and, given that he is a Force god, it is unlikely that he's going anywhere. As the personification of darkness, he could wreak havoc on Rey's new Jedi Order.
The Son of Mortis throwing red Force lightning
The Vagaari
The Vagaari are a cruel race of alien pirates from the Unknown Regions. They believe in their own superiority and conquer and enslave anyone they can. They hold no regard for the lives of their slaves, placing them in capsules around their ships to act as living shields. Such villains would pose a serious risk to Rey and her Jedi Order, as the Jedi value life and they couldn't bring themselves to fire on innocent victims. Thus, the Vagaari's use of living shields would prove a serious problem for the Jedi.
Vagaari as depicted in Star Wars Legends, wearing a sinister expression
The Nikardun Destiny
The Nikardun Destiny is an alien Empire that operated under a dictator called Yiv the Benevolent. The Nikardun conquered several worlds before being defeated by Thrawn and the Chiss. It is possible that a new Nikardun leader could rise and attempt to conquer the New Republic. Further, since Yiv was exiled and not killed, there is a possibility that he was quietly picked up by his people and reinstated.
Ahsoka's Thrawn and Rakata Empire Image
Abeloth
The Mother, also known as Abeloth, is the mortal woman who became part of the family of Mortis gods. Over time, she became afraid of losing her family to aging and death, which eventually drove her insane and caused her to corrupt herself with forbidden power, transforming her into a Force being of entropy and chaos. Ahsoka set up Abeloth's return as a villain, and her position as a powerful immortal Force being means that it's entirely possible she could return to attack the galaxy in New Jedi Order.
Abeloth in Star Wars Legends.
Rakata
The Rakata are an amphibious alien race originating in Legends. They are connected to the dark side of the Force and have imperial ambitions, making them a great replacement for the Sith. While they have yet to be shown in canon, an Andor name-drop has officially reintroduced them into the Star Wars universe. They are conquerors and slavers, attempting to build their own Infinite Empire.
Palpatine Rakata
Barriss Offee
Dark Jedi Barriss Offee was a friend of Ahsoka Tano before she fell to the dark side and framed Ahsoka for murder. If Barriss survived Order 66 and beyond, she could appear as a villain in New Jedi Order. Since Barriss lost faith in the Jedi Order, she may see the creation of a new one as a repetition of history and attempt to sabotage it.
Barriss Offee in Star Wars The Clone Wars
The Yuuzhan Vong
The Yuuzhan Vong are a terrifying race of alien conquerors from Legends. They are heavily opposed to technology for religious reasons, instead creating weapons from organic matter. They exist outside the known Force, making them terrifying enemies for Rey's new Jedi Order. Bringing them back as villains to fight Rey and her Jedi Order would be a great way to introduce a new formidable foe.
Daisy Ridley's Rey Skywalker superimposed over Star Wars' Yuuzhan Vong
Grysks
The Grysks are a terrifying race of conquerors, using insidious means to take over other worlds. They use conquered and allied species to sow discord among peoples and incite civil wars. Due to their ability to hide in the shadows and sabotage from the inside, they would make terrifying and shadowy villains for Rey and her Jedi Order to face.
Thrawn Rebels Intro
Nightsisters
With the rebuilding of the Nightsisters, it's possible that they could appear to haunt Rey and her students. Because Thrawn did them a favor, they are indebted to him and his cause, and they may want to fight the New Republic in his honor, even after Thrawn's attempts have failed.
Ahsoka's Great Mothers Nightsisters with Coruscant in the background