Nick Fury sends a text to someone at the end of Avengers Infinity Wars. From there we see the Captain Marvel logo before he turns into dust.
I must admit before this movie, I hadn't had much exposure to Captain Marvel. I'm enjoying not knowing too much, and hope the comic book will be entertaining etc.
The third trailer just came out, here's a youtube link
Now I'm a big fan of the Skrulls and their interaction with the Fantastic Four, and that part of the universe. I would love to see them bring Glactus, Silver Surfer etc in somehow, but sadly I know they are unable to.