Luke had plenty of setbacks. He got his tail kicked often, lost his hand, had to be rescued, etc. Rey won her first ever fight with a powerful dark force user. She outmatched Kylo physically, mentally, and with force abilities despite not having one ounce of training. Kylo had been trained and molded by a multiple mentors for many years to hone his force and battle abilities, but was no match for the amazing wonder Rey.
Why did Rey so easily kick Kylo's rear? Not sure maybe because she is a Mary Sue with plot armor.
I do agree with you that they will likely give Rey an actual struggle / fail in the next installment. They have caught so much crap about her being a Mary Sue, that I fully expect them to try and retroactively fix that fundamental flaw in her.