1. Mustafar
Vader, Vader, Vader. There was a lot of hype surrounding his appearance in this film, and while his screentime was limited, it was put to good use. We get a bit of a glimpse into the castle where he lives when he's not off terrorizing the galaxy. What you might not have realized however, is the lava planet where his castle is located is actually Mustafar, the same planet where Obi-Wan and Anakin had their fateful clash that ended with Anakin losing all his limbs and being forced to use the iconic Vader suit in order to survive. Seems like a healthy life choice to me! (Fun fact: Vader's castle was originally meant to appear in "The Empire Strikes Back" before the scene ended up being cut, so this appearance was a long time coming)
2. Evazan and Ponda Baba
On the desert moon Jedha Cassian and Jyn run into a couple of shady lowlifes who let out a string of threats. Turns out that's kind of the MO when it comes to these two. They're actually Evazan and Ponda Baba and they have a pretty similar encounter with Luke Skywalker in the Catina in Episode IV, except it goes a lot more poorly for them there (spoiler alert for a nearly forty year old movie: Ponda loses an arm to Obi-Wan).
3. General Syndulla and the Ghost
During one of the scenes taking place on the Yavin IV rebel base, you can hear quite clearly a request on the intercom for General Synadulla to report for a briefing. Fans of the hit show "Star Wars Rebels" will immediately recognize this as a reference to Hera Syndulla, Twi'lek pilot and one of the rebellion's fiercest fighters. Her ship The Ghost can also be seen during the Battle of Scarif, so it seems pretty safe to say she's still out and getting some action!
4. Guardian of the Whills
Both Baze and Chirrut are stated to have been guardians of Whills at one point. In the very, very earliest draft of "A New Hope," the entire story of Luke, the Rebellion, and the Empire was actually just story recorded in a book called the Journal of the Whills. While that idea was scrapped, the idea of the Whills has still popped up from time to time, often in ways that present it as being intimately connected to the Force.
5. Red Five
The last third of the movie has no shortage of pilots, but one that stood out had the call-sign Red Five. Original Trilogy nerds will recognize this as the call-sign that Luke Skywalker would eventually inherit once he joined the Rebellion. "Rogue One's" Red Five comes to an unfortunate end during the Battle of Scarif, freeing the title up for Luke to use later.
6. Blue Milk
I'm not sure why fans have always fixated on the image of Luke drinking blue milk from "A New Hope," but boy have they. You can't go to a Star Wars event without some version of blue milk making its token appearance. And if you look closely during the film's prologue, you can see a nice container of blue milk sitting on the breakfast table, no doubt ensuring the blue milk will continue to be sitting there at the convention table for the next thirty years.
7. Darksaber
When Jyn and Cassian are searching through a large assortment of files to find the Death Star plans, one of the ones they scroll past is named "Project Blacksaber." This is probably a reference to the infamous Darksaber, a black swordlike lightsaber that was stolen from a Jedi by a group of Mandolorians (a warrior race which fan favorite Boba Fett hails from) during a conflict many years ago. It has since taken on enormous cultural significance for the Mandolorians, and the weapon has quite the storied past if you take a look into the Expanded Universe.
8. Those 70s Dos
If you were wondering why so many of the rebels were sporting thick mustaches and side-burns, it was an intentional choice on the part of director Gareth Edwards who wanted the aesthetic of the rebellion to match up closely to what we originally see in "A New Hope" (which was released in '77 and had a distinctive 70s flair).