The Eternals were created by a group of beings we have already partially seen in the MCU thanks to the aforementioned Guardians of the Galaxy.
The Celestials created this particular race of beings to protect Earth from the evil race of monstrous beings called The Deviants.
As such, there will be an upcoming Comic Book 101 regarding him after the release of the film.
Marvel’s disaster of Inhumans are connected to the Eternals as well, being created by the Kree during experiments performed on some Eternals fleeing Earth for Saturn’s moon Titan.