Warning! Major Spoilers of Avengers: Endgame will be discussed in this article. Proceed at your own risk!
Valkyrie, played by Tessa Thompson, was one of the new standout characters appearing during Thor: Ragnarok. Originally shown as an antagonist to Thor, delivering him to the hands of the Grandmaster for gladiatorial combat on the planet Sakaar, Valkyrie revealed herself to be one of the gods of Asgard who left the shining city following her defeat at the hands of Hela. Coming to grips with her Asgardian heritage once again, Valkyrie joins Thor, Loki, and the Hulk in their escape attempt from Sakaar and the clutches of the Grandmaster.
During Avengers: Infinity War, many were left wondering what the status of Valkyrie was as Brunnhilde did not appear in the scene where Thanos decimates the Asgardian population. Had she died at the beginning of the film? Had she been erased thanks to Thanos' snap with the Infinity Gauntlet? Luckily, we were given a definitive answer in Endgame with Valkyrie helping the newly transfered citizens of Asgard in their new home of New Asgard.
Valkyrie herself didn't take sit on her hands throughout the rest of Endgame however, as during the final massive fight between Thanos and the Avengers, Brunnhilde saddled atop her pegasus and dealt some serious damage to the extraterrestrial army. Unfortunately for the fan base, Valkyrie did not have an opportunity to introduce herself on screen to Carol Danvers, aka Captain Marvel. She did however manage to find herself royalty.
At the end of Endgame, Thor finds himself in a position where he no longer wants to be King of Asgard and offers the crown to Valkyrie, a "born leader". Valkyrie accepts the offer and marches forward into an uncertain future that looks all the brighter now that Thanos has been dispatched.
As for Tessa Thompson's character moving forward, we haven't had much in the way of confirmations. A Disney + series has not been confirmed for her and there's been no talk of what MCU movie she may appear in next, whether it be her own or as part of an ensemble. Certainly, fans are itching to see more Valkyrie, with a comic book series on the way to start, albeit starring Thor supporting cast member Jane Foster in the role. Fans have also been crossing their fingers at the idea of Valkyrie joining part in an "A-Force" movie, a superhero team that sees the women of the Marvel Universe joining forces to fight evil. We'll have to wait and see what Marvel reveals as to their plans for the MCU's Phase 4 and whether or not Tessa Thompson will be among them, but considering Valkyrie's popularity, I'd say it's a safe bet.