In an interview released earlier this week, longtime Marvel Cinematic Universe actor Samuel L. Jackson divulged numerous plot details and apparent spoilers regarding Captain Marvel and how the film ties into Avengers: Endgame. Among the bombshell revelations dropped by Jackson -- including a tease that Carol Danvers is capable of time travel and the upcoming MCU film will reveal how Nick Fury loses his eye -- the actor noted that the Tesseract will make an appearance in Captain Marvel and play a role in the film's story.
The Tesseract is the MCU's version of Marvel Comics' all-powerful Cosmic Cube. In the films, the Tesseract houses the Space Stone, the first Infinity Stone to appear in the MCU. First seen in 2010's Iron Man 2 as sketches in Howard Stark's notebook, the Tesseract was revealed to be in Fury's possession in the post-credits scene for Thor.
Making its full debut in Captain America: The First Avenger, the omnipotent artifact was used by the Red Skull to fuel Hydra's military operations with groundbreaking new weapons and vehicles before being recovered by Howard Stark from the bottom of the ocean. Decades later, Howard would use the artifact to help develop the prototype arc reactor for Stark Industries based on the Red Skull's own technology before largely abandoning it, with his son, Tony, later using a miniaturized version to power the Iron Man armor.
Taken to Asgard by Thor at the end of The Avengers after Loki's failed bid to steal it for Thanos, the Tesseract was confirmed to be an Infinity Stone in the mid-credits scene of Thor: The Dark World, with Loki secretly saving it from Asgard's destruction at the end of Thor: Ragnarok.
This would ultimately prove to be the God of Mischief's undoing, as Thanos was able to track down the stone at the beginning of Avengers: Infinity War and kill Loki in service of his quest to gather all six stones to power, acquire the Infinity Gauntlet and wipe out half of all life in the universe. Since then, the last Stone is presumably still in Thanos' possession after retiring to a quiet, faraway planet following the successful completion of the Mad Titan's mission.
Jackson's comments regarding the Tesseract's appearance in Captain Marvel imply that the stone powers an extraterrestrial ship on Earth in the '90s, which has connections to a doctor from Carol's past (presumably Annette Bening's still unknown character). Given Bening's character's comments to Carol in the trailer, as well as the mysterious blue energy emanating from her at the crash site, the Tesseract may be a source of Captain Marvel's incredible abilities, figuring prominently in her heroic origin.