Avengers: Infinity War - Every Character Confirmed So Far

Confirmed By: Karen Gillan herself has stated that she will return as Thanos' less favourite adopted daughter, and confirmed that Nebula will appear in both of the upcoming Avengers movies.

Plot Predictions: By the end of Guardians Of The Galaxy Vol 2, it seems Nebula will be a full member of the Guardians team - presumably after they help her escape prison - and given her enthusiasm to help Ronan kill her father, she's probably going to be simialrly keen to help end Thanos' Infinity shenanigans too.

Gillan has already spoken up her Daddy issues, and intriguingly, it's actually Nebula who takes down her father when his arrogance sees him abandon his physical body and ascend to corporeal form. At that point she nips in and steals the Infinity Gauntlet, and while that's not necessarily going to happen again, it would be a fitting end to her and her father's arcs.