Thanks to Thanos' most recent tyrannical jaunt through the MCU, we've been exposed to more of the universe than ever before, and shed light on the potential scale of the stories Marvel could tell in their movies. We've already seen historically integral locations for cosmic stories including Knowhere and Xandar, and we have also been given elements from other important races and characters from the Kree Empire to the cocoon of Adam Warlock.
With Captain Marvel in particular coming in the near future, more and more of the universe will be exposed and with that comes the opportunity for the fleshing out of Marvel's cosmic villain roster. James Gunn has already built a great foundation for the MCU cosmos in the Guardians of the Galaxy films. Gunn's machinations include tidbits such as Skrull language and an appearance from everyone's favourite telepathic space canine, Cosmo.
In order to carry these stories, there needs to be a believable villain that does justice to the size and scope of the narrative like Thanos did in Infinity War. Luckily, the source material is full of infernal beings who could cause havoc for our heroes.