MCU: Every Single Marvel Movie Post-Credits Scene (And What They Mean)
29. Thor

The Scene
After Loki's apparently fatal fall from the Bifrost bridge, Dr Eric Selvig meets with Nick Fury in SHIELD's secret underground facility, revealing that he has an artefact of immense power in his possession - later confirmed as The Tesseract. Fury employs Selvig as the head of the team charged with deciphering the object's power.
Unseen by Fury, an invisible Loki appears, prompting Selvig to agree.
What It Meant
With The Avengers movie increasingly close to fruition, this confirmed not only one of the key plot threads of the ensemble, but also introduced the first Infinity Stone, which would be a key element in Captain America: The First Avenger.
Obviously, we also got confirmation that Loki was still alive, and that he could manipulate other people using only suggestion. This confuses the fact that he has to use his sceptre to "infect" Selvig in The Avengers, given that he could have just got him to take the Tesseract quietly and bring it to him, but let's just forgive that for now.