Guardians of the Galaxy introduced the daughters of Thanos, Nebula and Gamora, to the Marvel Cinematic Universe. At the time, they were on loan to Ronan the Accuser, a Kree zealot bent on the destruction of Xandar and the Nova Corps. The film made it clear that Ronan had struck some sort of agreement with Thanos that involved Nebula and Gamora, but never explained why Thanos sent his daughters to Ronan. A line that was written into the screenplay for Avengers: Endgame would have shed some additional new light there, but the scene did not make it into the theatrical release of the film.
After the Avengers travel back in time to try to retrieve the stones during Endgame, the film's perspective shifts to Thanos and during that era of the past. At the time, Thanos had just been informed that Ronan discovered the Power Stone's location on Morag. In the film, Thanos tells his daughters that they'll go to Ronan's ship, essentially to keep an eye on him and make sure his obsession with Xandar doesn't cost Thanos the Infinity Stone.
The line that was cut from the scene is Thanos saying, "After Loki, I'm taking no chances." It's a small thing, but it implies that Nebula and Gamora's involvement in the events of Guardians of the Galaxy are a direct result of Loki's failure to obtain the Space Stone, losing the Mind Stone in the process. It's this failure that prompts Thanos to send his daughters to Ronan, allowing Gamora the opportunity to act against her father by becoming entangled with Star-Lord and the other soon-to-be Guardians. It's an instance of the Marvel Cinematic Universe being even more connected that fans may notice on the surface.
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Upcoming Marvel Studios projects include Black Widow on May 1, 2020, The Falcon and The Winter Soldier in fall 2020, The Eternals on November 6, 2020, Shang-Chi and the Legend of the Ten Rings on February 12, 2021, WandaVision in spring 2021, Loki in spring 2021, Doctor Strange in the Multiverse of Madness on May 7, 2021, Spider-Man 3 on July 16, 2021, What If? In summer 2021, Hawkeye in fall 2021, Thor: Love and Thunder on November 5, 2021, and Black Panther 2 on May 6, 2022. Ms. Marvel, Moon Knight, and She-Hulk are also in the works for Disney+.