Quick warning- lots of spoilers to follow. If you haven't seen Infinity War, don't read this yet. And go watch it, because it's seriously awesome. Then come back and read this.
With that out of the way, Infinity War has finally come and it ends on a devastating cliffhanger. Like most Marvel movies though, it also gives us a hint of what's to come with a post-credits scene. In this one, just before disappearing, Nick Fury manages to send out a call for... someone. But who is it? Well, that's what I'm here to explain.
Longtime Marvel fans will recognize the symbol on Fury's phone as Captain Marvel's. For those who don't know about her, it's a stylized version of this:
Known as Carol Danvers publicly, she's a superhero who can probably be best described in abilities as being comparable to the MCU equivalent of Superman. She can fly and send out energy beams, and she's super strong too. Someone like her is going to be needed to take on someone as powerful as the mad titan Thanos and so it's definitely a good thing Fury called her in.
The questions you might have now are how does Fury have contact with Captain Marvel in the first place, and why didn't he call her sooner? Both good inquiries. To answer the first, we'll have to wait for the Captain Marvel solo movie starring Brie Larson in 2019 but the short answer is that he probably worked with her at some point when he was still young and had both eyes. The Captain Marvel movie is set to be an origin story, so we'll likely learn more about this when it comes out.
As for why Fury didn't call her right away? This is harder to answer and it will most likely be elaborated on in the next Avengers film, but it's possible that he didn't think it was necessary. Perhaps he sees her as something of a fail-safe, only to be called in for the greatest of crises due to how much power she has to be potentially destructive. It's also possible that since SHIELD is less in control than it used to be prior to the events of Winter Soldier, he wasn't as aware of how dangerous Thanos was until it was too late.
So there you have it, the rundown on one of the newest heroes to be hitting the MCU. For extra context, see Kelly Sue DeConnick's excellent run of the Captain Marvel comics starting with In Pursuit of Flight.