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Warning: Obviously, this article is nothing but huge, huge spoilers for The Avengers. Read on at your own risk.
Believe it or not, there aren't a lot of big reveals to be found in The Avengers. That's probably appropriate, with it being the payoff to over half a decade of buildup over multiple films, so this is a movie about opening the presents, not putting more of them under the tree. So while Marvel Studios movies like The Incredible Hulk and Iron Man 2 were packed to the gills with worldbuilding details, The Avengers really only yields two explicit expansions to the Marvel Movie Universe ...
... but man, are they big ones.
Yet, also fairly obscure ones, bound to have audience members not already versed in comic book arcana scratching their heads as to why the other half of the theater is losing their damn fool minds. Want to know who or what they are? Read on ...
The Chitauri (aka "Loki's Army")
In the years leading up to The Avengers, even before anyone knew who was going to be on the actual team or who the central bad guy was even going to be, everyone pretty much assumed there would be some kind of evil army to fight, despite that not necessarily being a fixture of superhero team up books (the general idea is that teams exist in the first place to fight the individual villains/threats that are a near-match for all of them combined to start with) or The Avengers specifically. In movies and TV people want to see sprawling, multi-tiered battles and for that, bad guys need flunkies; Shredder has his Foot Soldiers, Rita Repulsa has her Putty Patrol, etc.
As the makings of Avengers took clearer shape, it became clear that Loki would be busting out an army of goons for the good guys to smack around in the finale ... but exactly what said army would consist of wasn't immediately revealed. The early assumption was that it would be The Skrulls, the most well known evil alien race of the Marvel Universe, and this speculation was bolstered by rumors of a leaked script featuring alien shape-shifters (the Skrull's signature special ability) and later video footage of a canceled tie-in video game featuring beefed up Skrulls as enemies.
But reality seemed to dash those hopes. Having originated in the Fantastic Four series, the movie rights to The Skrulls belong to Fox, who own the license on that set of characters owing to business deals made before Marvel started making its own movies and became part of the Disney empire. So when Loki's Army started to turn up in the trailers looking nothing like any recognizable Marvel Comics alien and having no given name on any of the marketing or merchandising, people sort of assumed that some kind of surprise twist as to their identity was coming. Instead, we casually learn their name in the first minute of the film: They're The Chitauri, the "Ultimate Universe" version of The Skrulls.
Except they aren't, really.
In The Ultimates, The Chitauri are shape-shifters like their 616 (read: "Regular Marvel," it's complicated) compatriots. While we never actually see what their true form really looks like in full, they don't appear to look or act anything like The Chitauri in this film; shrieking, skeletal-faced brutes who zip around on aerial scooters and use armored sky dragons as troop transports but seem to prefer hand-to-hand combat because that looks cooler.
So what's going on here? At this point, nobody is talking, but I've got what I think is a pretty good guess: Marvel Studios, pre and post Disney, is already notorious for simultaneously pinching its pennies and diving into major productions with unfinished scripts and only part of an idea as to what the endgame is. The first Iron Man rewrote its entire third act and changed villains mid-production, while the surprise final scene of Captain America was shot on the fly while Chris Evans was briefly in New York doing an MTV interview.
Given that, it would not surprise me at all if Marvel went into production on The Avengers with the question of "who are they fighting" still undecided, probably still hoping to use The Skrulls (hence the videogame and some early tie-in toys featuring them), but ready to find something else if necessary. The evil soldiers are all CGI, inserted over motion capture actors who did the on-set fight scenes with the good guys, so it would've been fairly easy to change their look/identity in post-production. If so, using the Chitauri name is probably the safest bet, since no one knows what they were supposed to look like to begin with.
Thanos: The Mad Titan
Well, if you're only going to have one major new surprise in the movie it should probably be a big one.
Throughout The Avengers, Loki is seen bargaining somewhere in the cosmos (there are a lot of strange worlds in the Marvel Universe, and a lot of them take the basic form of chunks of freaky space rocks floating around against a starfield) with a pair of aliens from whom he's getting weapons and soldiers in exchange for promising to deliver The Tesseract once he's done with it. The first alien, thus far identified only as "The Other," acts as a spokesman for the second, who lounges on a giant throne with his back to Loki the whole time.