Here is something I sent my wife after she asked about the teaser at the end. I'm not that familiar with the subject, so the following is gleaned from Wikipedia and simplified from other sources:
Thanos was born on Titan, a moon of Saturn. During his childhood, he becomes fascinated with nihilism and death, eventually falling in love with its embodiment, Mistress Death. As an adult, Thanos uses bionics and mysticism to become the most powerful of the Titans, and is often referred to as the Mad Titan. Wishing to impress Mistress Death, Thanos gathers an army of villainous aliens and begins a nuclear bombardment of Titan that kills millions of his race. He then travels to Earth in search of the Cosmic Cube.
Thanos makes a brief appearance during the credits in the 2012 film The Avengers. He is revealed to have been Loki's benefactor, having provided the Chitauri army utilized by Loki in his attempted invasion of Earth. When advised by his intermediary (known simply as the "Other") that opposing the Avengers would be to "court death," Thanos glances at the camera and flashes an evil grin.
Death is an abstract entity, the embodiment of the end of life in the Marvel Universe, and the opposite of Eternity, the embodiment of the universe. As a cosmic concept, Death possesses the power to achieve virtually any effect. Being an abstract entity, Death has no physical body, but usually appears in a female humanoid form, sometimes with a beautiful face or alternately with a bare skull, so it can be perceived by lesser beings.
Death is briefly implied in the 2012 movie, the Avengers. When Thanos's servant tells him that to challenge the Avengers is to court Death, Thanos smiles, implying that's what he intends.
Rando's Opinion: So Thanos is your typical movie bad guy, looking to cause lots of destruction and enslave humanity, etc. But in the comics at least, he’s doing this to win the favor of a “girl”, Death. Will Death itself be introduced as a character? Would she simply be an observer, or be more involved? No clue, but neat, maybe.