I'm not going to warn you that this is a spoiler warning, because you came here seeking answers and even if I told you what was in the scene you would still want to know. So this isn't a spoiler, it's an education. Let the learning begin . . .
First, let's go back to the Avengers. Remember that purple smiling guy at the end of the movie. The one who is willing to "court death?" If not go watch the Avengers epilogue and we will continue.
And we're back. Professor Plum there is a cat named Thanos. He first appeared in Iron Man #55 back in 1973. He's the creation of an artist/writer named Jim Starlin. If you have this comic laying around the house somewhere you should probably let me know. I will happily give you $20 for it. I know, that's an awful lot to pay for a stupid comic book, but I am crazy like that. Trust me I will be okay.
That same issue also introduced a green-skinned character . . . wait for it -- no, it is not the Hulk. Let's get one thing straight right now, not every green-skinned person is a Hulk. Besides some Hulks are gray and some are red. Anyway, the green-skinned gent is Drax the Destroyer. He hates Thanos and we will say more about him later.
|Thanos and Death sittin' in a tree . . .|
Captain Marvel #28, which is another comic you should talk to me about if you have it. In fact it's probably illegal for you to have it and best you just give it to me. I will take the heat.
Thanos would have gotten away with the Tesseract if it hadn't been for those meddling Avengers. However, Thanos is a smart dude and he always a Plan B, which will be the Infinity Gems.
Thanos is working behind the scenes in the Marvel Movie-verse. He didn't attack New York directly but worked through pawns like Loki and the Chitauri. He seems to be doing the same thing with his quest for the Infinity Gems, or rather the Infinity Stones as they are called in the movie.
Thanos will be challenged in his quest for the gems by the efforts of The Collector. That's the character played by Benecio Del Toro in the Thor: The Dark World epilogue.
The Collector first appeared in Avengers #28 (1966). He is a villainous version of one of the American Pickers -- he even collects people! That's why you see weird alien folk in glass cages during the end-credit scene. The Collector was later revealed to be one the Elders the Universe. They are ancient immortals who specialize in something. One is a Collector, another is a Gardener, and yet another likes to play games (he's called the Grandmaster). Just think of them as a cosmic AARP. In the comics, it was mostly the Elders who held on to the Infinity Gems. I doubt that the other Elders of the Universe are going to be brought into the movies.
So why are Sif and Volstagg giving The Collector an Infinity Stone? Well, that is all going to be answered in the Guardians of the Galaxy movie in 2014. I think that we can assume that the appearance of the Infinity Gauntlet in the first Thor movie was just an Easter Egg. Nevertheless, it is there in a brief glimpse in Odin's armory. If it were the real deal and the Collector wants the full set of six, he could have just gone to Asgard and made Odin an offer.
We might speculate as to the reason our Asgardian heroes are giving away a powerful item. They say that Odin did not think that two of the Infinity Stones should be in the same place. But wait, Odin did not say that. It was really Loki, yes? Since Loki is pretending to be Odin, he might be in on the scheme and ordered Sif and Volstagg to give the Stone over to the Collector. Or it may be that the Collector just wants the entire set of six, but he does wait until the good Asgardians are out of earshot before saying "one down and five to go." He could be working for Thanos or trying to keep the Stones from Thanos. So Loki is either working with The Collector, or they are both working for Thanos, or Loki is trying to get back into Thanos' good graces, or the Collector is a free agent.
In the comics, the Collector was misguided and problematic for the Avengers, but he often tried to keep dangerous objects like the Infinity Gems out of the hand of bad guys who might want to court death.
|Drax is the Green Guy on the Far Left|
As for the final scene at the end of Thor: The Dark World, well that is just a happy ending.