We know that the whole Marvel cinematic universe is connected in some way, so it should come as no surprise that Guardians of the Galaxy will be connected to other films in the universe. Director James Gunn has confirmed that his film will in fact be connected to Avengers 3.
Marvel has a plan in place with the intergalactic villain Thanos, who appeared at the end of The Avengers. He will also appear again in Guardians of the Galaxy, and Marvel has been carefully placing Infinity Gems across the films they've been releasing. It's all leading up to something big! In a recent issue of Entertainment Weekly Gunn says,
"[Guardians of the Galaxy] is definitely connected to Avengers 3."
The director also added that the performance of Thanos would be done with motion capture and then referred to him as the “head of the snake.” He then went on to talk about the origins of Star-Lord and Gamora/Nebula:
"[Star Lord] was abducted from Earth (Missouri) at age 8 and raised in a group of thieves and smuggles called the Ravagers. He’s good with the ladies and a little bit of a dick and very lucky. Thanos slaughtered [Gamora's] family and Nebula’s, then raised them together as siblings. They were bio engineered to become living weapons, so he’s really good at killing people."
Ever since Ultron was named as the main villain in Avengers: Age of Ultron, fans have been speculating that Thanos would end up being the main villain in Avengers 3. It's going to happen eventually, and when it does it will be an Avengers movies, so why not make it part 3!? It will be interesting to see if we get a sequel to Guardians of the Galaxy before the third Avengers film. If that happens I think there might be a good chance that characters from both films will team up to take on Thanos. Marvel is currently developing a sequel to Guardians, so that could actually happen.