The appearance of the gauntlet throws up some questions and predictions for the Thor and Avengers movie plots. The gauntlet was created by Thanos,

From Wiki:

Thanos mounts the six Infinity Gems, (collected in the The Thanos Quest limited series), on his left glove to form the Infinity Gauntlet, the focus of the title of the series. Each Gem grants its bearer complete mastery over one aspect of the universe: Time, Space, Mind, Soul, Reality, and Power.

/Film more importantly point out that, in the comics, Loki tries to attain the power of the gauntlet, by stealing the infinity gems. He also seeks the Cosmic Cube, which has been referenced in the Captain America footage; which would be a nice movie crossover prior to The Avengers. This ultimate power and cross-film villain makes a very strong case for Loki being The Avengers main villain. Thanos remains a strong possibility, as he too sought the cosmic cube.