Assuming we get a trilogy:
1st film: Loki attempts to gain control of the cosmic cube. He uses it to give Thor a way to return to Earth, but then shuts him out and begins his plans to control the nine realms. He saves Earth for last as he wants an army of evil critters behind him when he takes on Thor. Meanwhile, SHIELD brings together The Avengers. They believe the cube is extraterrestrial in origin and believe its creators have spies on Earth. With the cube gone they suspect an attack is imminent. Whether SHIELD realizes Loki has it or suspects the aliens doesn't matter. In the end they discover that Loki has it and free the 9 realms and stop him. In a post-credits scene we see one of the team being replaced by a Skrull, or find out they have been for a while ( I will guess Captain America as he will have higher SHIELD access than any others).
2nd Film: The Avengers are warned of an impending war by an alien warrior from the Kree race (Captain Mar-Vell, but kept as a side character) who wishes to stop the violence. As the battle comes to Earth the impostor on the team steals the Cube. The Skrull race plans to use the cube to defeat the Kree and conquer Earth. But as it heats up a new party enters the fray. An alien with immense abilities, Thanos, attacks the Skrull, intent on taking the cube. All three races must join together to stop Thanos from using the cube to alter all reality. Our Kree companion sacrifices himself to stop Thanos, but Thanos survives and vows revenge soon. An uneasy peace falls between the three races as they recognize a larger threat looms and the Skrull and Kree leave. Or Thanos completely wiped one or both their races out. In a post-credits scene we see Thanos placing a gem, which he obtained while using the cube, in his gauntlet or on a stand.
3rd Movie: With help from Skrull/Kree technology we find out that Thanos is wreaking havoc across the galaxy, or he attacks Earth looking for another gem (maybe more Asgard connections here). Back to action to stop him from gathering all six gems and ruling the universe.
An alternative to this, as Iron Man 3 is being worked on, is that the second film is 100% Skrull/Kree and Iron Man 3 is post Avengers. In the comics Thanos first appeared in Iron Man seeking the Cosmic Cube. Perhaps Tony Stark is studying it as his father did and Thanos attacks to take it. Another alien appears to stop him, who later is revealed to be a Kree (Captain Mar-Vell).
Last option is that the gun is not Skrull at all, even though it really, really, really looks like it, and it is simply indicating Thanos.