Famously, Thanos hunted down the Infinity Gems in the comics to impress the physical embodiment of Death, something that may be a little too comic-booky even for the MCU. However, the idea of these incredible concept-driven beings will probably factor in somehow. In fact, it already has. At the very start of Guardians Of The Galaxy, the Temple Vault Star-Lord steals the Power Stone from sports murals of four powerful figures around representations of the Infinity Stones (an image seen again later during The Collector's exposition dump about the Stones). These are Entropy, Infinity, Death and Eternity, and while we're unlikely to see these beings interact with any of the unfolding events of Infinity War, they are key to the mythology of the Infinite Six and should at the very least be referenced (or possibly feature in a prologue/flashback).
1. Thanos
And, finally, there's the big guy himself. Thanos has been pulling strings from the shadows since The Avengers and, after vowing to do it himself in Age Of Ultron, will finally unleash the powers of the Infinity Stones upon the universe in Infinity War. Whether we'll see Josh Brolin's Mad Titan in any other Phase 3 movies (James Gunn's stated he won't be in Guardians Of The Galaxy Vol. 2, but that doesn't rule out Thor: Ragnarok) isn't yet known, but it will be in the epic two-parter where The Avengers will finally feel his presence. This is going to be big. Who do you think will appear in Avengers: Infinity War? Shout out any characters we missed down in the comments.