We have many unanswered questions, some due to other MCU offerings clouding things, some just due to things that seem like odd character choices, some that are in the realm of conjecture for upcoming films.
Was that really the Infinity Gauntlet in the armory in Asgard? Could the Gauntlet itself be a powerful artifact in its own right that Thanos wants to mount the Infinity Stones onto in place of (or possessing) the inert gems seen on the Gauntlet?
How involuted do we want to speculate Thanos' plans are? Might he have given the Mind Gem -- an Infinity Stone! -- to Loki
knowing Loki's nature would cause him to fail and the sceptre to fall into S.H.I.E.L.D.'s hands, and thus to Hydra, for purposes un-guessed at this point?
The already-asked question of whether the Æther is still in the Collector's keeping.
I'm in the camp that thinks Peter's father is Adam Warlock, and that the Time Gem may be involved in Peter's conception.
In the comics, the Soul Gem is the only one of the six that seems to have something of a mind of its own. I'm wondering if they're going to keep that in translating it to film. I also have a feeling it will play a role in the creation of Vision. Those are already subject to much that is indeterminate, so I'm not going to speculate further.
In the original telling, the Guardians were founded in the 31st century by the 20th-century astronaut Vance Astro, who had been sent out with life-extending tech to keep him alive for the centuries-long trip to Alpha Centauri. Because of story stuff, time travel and dimension-hopping are involved, Vance is an Avenger for a while, all the Guardians (in the future) are honorary Avengers, and he himself ends up with Cap's shield in the future. So... Given one of the two Infinity Stones still unaccounted-for is the Time Gem... *heh*
Giving us Xandar and the Nova Corps has been pretty sweet, but there's a lot of potentially-messy ground to bridge between that and Richard Rider's Nova. I don't know if his origin has been retconned, but originally he was given his uniform and powers by the last survivor of the Corps and spent a lot of his hero-ing time dinking around on and near Earth. Over the continuity of his character over several series, Nebula destroys Xandar, Garthan Saal absorbs too much Nova Force (Power Gem energy?) wanting to restore Xandar and goes insane (including stripping Rich of his Nova Force), Rich becomes Centurion Prime of the Corps (Nova Prime? Or a different rank?), and a whole lot of stuff that can definitely be done in a Nova film (or films), but not sure how much should be in a GOTG film.
Also, given some of the cool cosmic-oriented characters sneaking in in cameo form, I wonder what chance Marvel Studios can secure the rights to maybe let us have Rom show up...
Last I checked Mattel was still being unreasonable about that.
--Jonah