There could potentially be appearances from other characters in the X-Men lore, but the producers have stated that they want Legion to be able to stand on its own before they start drawing in elements from the films.
In the comics, Dan is Charles Xavier’s son, but the TV show doesn’t necessarily have to go that route.
The series is a partnership between Fox and Marvel, and apparently takes place within the universe of the X-Men movies, but it’s unknown how exactly it connects to the larger film franchise.
Don’t expect that Patrick Stewart cameo anytime soon.