Guardians of The Galaxy had, at best, minor connections to the wider Marvel universe. That’s likely to change with Guardians Of The Galaxy Vol. 2, and Thor: Ragnarok may have a connection to the team as well.
A rumor is claiming that Marvel aliens the Cotati will be appearing alongside the Odinson and the angriest Avenger. The Cotati also happen to be the race of aliens new Guardian Mantis comes from, so, if they turn up, she’ll likely turn up alongside them. It also might help explain how the Guardians come across Mantis in the first place, as we can imagine any planet that sees a visit from those two will probably need all the help it can get. Look what Thor did to London, after all. They also happen to share a planet with the Kree, who have turned up in both the movies and on Agents Of SHIELD.
There’s potential elsewhere for crossovers as well. For example, the Nova Corps will likely take an interest in a bunch of Earth heroes turning up in their territory, and we’re going to stumble across at least one other Asgardian in the space. But we’ll see just what the depths of the void have for our heroes soon enough. Thor: Ragnarok arrives in November 2017.