There are a lot of surprises sure to come in Avengers: Endgame, but by far the biggest will be Thanos. For a movie that is directly dealing with the actions of the Avengers: Infinity War villain, the fact he's returning and is set to be as big a threat to the survivors of the snap as its aftermath remains elusive to many.
Thanos was first seen in The Avengers' mid-credits scene (although had been teased by the presence of the Infinity Gauntlet in Odin's vault in Thor), and over the next six years was slowly built up in the background as the real big bad of the MCU. It finally came to a head in Avengers: Infinity War, where Thanos fulfilled his comic destiny; collecting all six Infinity Stones, he snapped his fingers and wiped out half of all life in the universe - including some franchise-ready superheroes.
Avengers: Endgame deals very much with that event. As the trailer made clear, the surviving Avengers are either suffocating in space or reeling from the carnage in unique ways, while nearly all the theories about the Avengers 4's actual plot hinge on them (plus new additions Ant-Man and Captain Marvel) working to undo or otherwise avert the snap. Through all this discussion - both by Marvel in official marketing and fans hungry for all info - Thanos is one key aspect that has escaped discussion; he only appears in the trailer as a retired farmer basking in grateful sunshine. And that may be a surprisingly smart marketing trick.
We've known Thanos won't be just a background concern for Avengers 4 long before he snapped his fingers. The film was originally titled Infinity War - Part 2, nodding to a maintained threat, Josh Brolin was on set in Atlanta for much of the second leg of back-to-back shooting, and the production wrap cake featured Thanos alone bursting through space. More recently, Avengers: Infinity War's after-credits promised "Thanos will return" and artwork for promotion and merchandise has focused on the Mad Titan and his armored new look as much as the Avengers he's taking on
There's no escaping that Thanos is going to be very important in Avengers: Endgame. As many MCU fans observed this past summer, he was really he protagonist of Avengers: Infinity War, and it would be rogue to suggest the sequel will do anything different. If it did, then Marvel would be essentially endorsing his "at all costs" brand of action, something that needs actively dismantled for the Avengers to emerge victoriously. It's less a question of "If?" as much as "How?"
Assuming Avengers: Endgame does indeed follow the time travel plot many are speculating - the heroes will jump back to the events of previous movies to interfere with the Infinity Stones' destiny - then it's likely Thanos would actively try to stop them. And all of that ignores that a resurrection of Infinity War's dead characters is all but guaranteed, an event that would surely predicate one final battle; a team-up rematch to make up for the splintered Avengers' shared failures on Titan and in Wakanda.
This entire thing is really only endemic of how secretive Marvel Studios has become over the past ten years, and how tight-lipped the Infinity War event is particularly; we know very little tangibly about Avengers: Endgame, and a spoiler-heavy marketing campaign is not expected. However, that Marvel's been able to push this to the background - even while promising at the end of the previous film, something that seems almost dismissed as a black joke - is next level, and means that whatever Thanos is going to do in Avengers 4, it will leave an impact (albeit hopefully a happier one).