I also saw that! I have been wrapping mine, but they eventually slip down. I'm going to add them over compression sleeves (which is probably what it is on screen). I found some at Dick's and Sports Authority, and they're only $20 for both sleeves.So I went to see TFA for the 3rd time and did some closer inspection of Rey' costume. I noticed two things....
1) I think her arm wraps are attached to an undersleeve. In the first scene she shows up, where she drinks from a water canteen, there's a gap in the wraps, but fabric underneath not flesh.
2) Those lovely leg wraps? She only wears them for the first part of the first scene she shows up and then nowhere else in the film. So as much as I love those leg wraps, I'm going to save myself some fabric and not do them.
Also, for anyone that's interested in getting through the Rebel Legion approval process, I've been asked to add the lacing on the back of the boots, so just FYI if you haven't added that to some boots sourced elsewhere, you'll need to. I haven't ordered the PoZo boots yet because I have been pouring money into a Kylo Ren build, too.