Guardians of the Galaxy will have a connection to Avengers 3. Although we shouldn't be surprised, we should be happy that the MCU is preparing to expand into the cosmos.
James Gunn has given more background information on Peter Quill, Gamora and Nebula and also the Thanos connection between the two assassins.
"he [Quill] was abducted from Earth (Missouri) at age 8 and raised in a group of thieves and smuggles called the Ravagers. He's good with the ladies and a little bit of a dick and very lucky." Gunn continued, "Thanos slaughtered [Gamora's] family and Nebula's, then raised them together as siblings. They were bio engineered to become living weapons, so he's really good at killing people.
