The MCU’s Thanos was introduced in 2012’s The Avengers, and he returned for brief appearances in 2014’s Guardians of the Galaxy and 2015’s Avengers: Age of Ultron.
We still don’t know yet what he specifically has planned for Avengers: Infinity War, his ultimate goal is to bring the six Stones together so he can change reality as he sees fit.
It will take the Avengers and the Guardians of the Galaxy to stop him, though with Avengers 4 being released a year later, it’s hard to say if they’ll be successful by the time Infinity War ends.
However, all those movies showed the Mad Titan relying on others to carry out his bidding, and since folks like Loki and Ronan failed to bring him the Infinity Stones, Thanos has decided to accomplish that task himself.