We know the story
This is from the official site:
"Have you ever wondered who Anne’s mother and father were? What happened to them? Did she have any brothers or sisters? The mystery will unfold when Anne finds a secret letter in the floorboards of Green Gables almost 50 years after she arrived on Prince Edward Island and changed the Cuthbert’s lives forever."
If you read the books, then you know who Anne's parents were. And she knows too, as she went back to where ever she was born and talked to the neighbors. I believe she was given a pile of letters between her parents from whoever was living in the home. She knew quite a bit for being orphaned so young.
Her parents were Walter and Bertha Shirley. Anne named two of her own children after them. They were very young and in love. They died when Anne was a baby. She bounced around from children's home to various families and back including "bringing up two sets of Hammond twins" until she ended up at a children's home in Nova Scotia and the was mistakenly brought to the Cuthberts. She didn't have any brothers or sisters.
What do we need a movie for?