In Thor: The Dark World, we learn in the mid-credits scene that the Tesseract (from Captain America: The First Avenger and The Avengers) and the Aether (from Thor: The Dark World) are “Infinity Stones” when Asgard brings the Aether to The Collector on Knowhere as it’s not safe to keep two of those so close together. When they leave we learn that there are six of these stones, and The Collector is after all of them.
Infinity Stones are called the Infinity Gems in the comics, and when all six are gathered (Time, Space, Reality, Mind, Power, and Soul) the bearer has complete control of reality. They were the basis for the 90’s crossover event where Thanos, madly in love with Death, uses the Infinity Gauntlet to kill half of the life in the entire universe. Thor: The Dark World established the existence of these gems in the Marvel Cinematic Universe, and Guardians of the Galaxy kicks off the countdown to an Infinity Gauntlet movie in a major way.
The orb, or McGuffin, in the movie is actually a container for a small purple gem. This is one of the Infinity Gems, and based on how it’s used in the movie it’s most likely Reality. It’s generally believed the Tesseract is Space (based on how it’s used in The Avengers), the Aether is obviously Power, and this one is Reality. While some think it could be Time, the current rumor is that one pops up in Avengers: Age of Ultron in a pretty big way. Obviously Marvel is keeping the gem properties from the comics, but not abiding by the color scheme most are familiar with.
Thanos is also established in a big way in the film. You see him early on in the flesh, and then he appears later in an hologram much like the Emperor in The Emperor Strikes Back. And yes, he’s after the Infinity Stones. All six are talked about in the movie, setting up a race across Phase 3 of the Marvel Cinematic Universe that will end with a third Avengers movie where Earth’s Mightiest Heroes will obviously team up with the Guardians of the Galaxy to stop a Mad Titan from destroying all of reality.
And if you’re a comic fan, I don’t know how you can’t be exited about that.