In the comic books, Deadpool gained his nearly indestructible status thanks to a regenerative poser given to him by the Weapon X project. That's the same one that made Wolverine what he is (with the adamantium skeleton), and altered several other mutants and humans to make them nigh-unstoppable killing machines.
While we don't know yet if the Deadpool film's experimenters who gift Wade Wilson with his powers will be Weapon X-related at all, a cameo in the second trailer shows us that they are at least doing other experiments. Around a minute ten in, we see a character that sure looks a lot like Marrow, a slightly more obscure X-Men character.
Marrow's power is... not pretty. She essentially has the mutant power of excessive bone growth, and she then breaks off those extra bones and uses them to throw at or stab people. She has run with Gene Nation, the X-Men, and the Morlocks (an underground mutant community populated mostly by mutants with unsightly looks or powers) at times. With Caliban confirmed for X-Men: Apocalypse, that makes two former Morlocks in Fox X-Men films this winter/spring. She's also had a few run-ins with Weapon X, giving her the direct connection here to Deadpool.
Perhaps more importantly, though, Marrow most recently worked as a member of X-Force, a team Deadpool has also been an on-and-off member of over the years. That team, a more proactive strike force, was one of the earlier expansions of the X-Men franchise that Fox was pursuing, though it was put on the backburner in favor of more X-Men proper team films and solo films re-introducing characters like Deadpool and Gambit.
Marrow's appearance here is probably just a cameo, limited to not much more than what we saw in the trailer, but it could have some greater significance in the future of the film franchise as a whole.