There are major spoilers for Thor: The Dark World here, and not only for the Thor: The Dark World post-credit sequence, but for some of the plot as well. Read on at your own risk.
OK, there are two Thor: The Dark World post-credit scenes, one which had to do with the movie and the other one in which Alan Taylor has ridiculed by saying he is happy not to take credit for. We’ll deal with that one first.
The mid-credit scene leads us into the world of Guardians of the Galaxy. After the battles of the movie end, Lady Sif (Jaimie Alexander) and Volstagg (Ray Stevenson) take the “Aether” that Malekith was trying to use to conquer the world to The Collector (Benicio Del Toro). See, the Aether is an “Infinity Stone” and the Asgardians tell The Collector that they don’t want to leave it in Odin’s vault since the Tesseract is there and they don’t want to keep two Infinity Stones in one place.
When they leave, The Collector makes the comment “one down, five to go.”
That means all the rumors are coming true and the Thanos story will come down the line since the Infinity Gauntlet is his biggest storyline. That is huge news for what might end up being The Avengers 3.
The next is not quite as huge, but at the end of the movie, Thor tell Odin that he is leaving Asgard to become a hero on earth. The second Thor: The Dark World post-credit scene shows Thor showing up on Jane’s doorstep, fulfilling his promise. There is also a comic element to that scene with a Frost Giant beast.
The only thing really important about this is that Thor is heading to earth while one of the Infinity Stones is in Asgard, which is still in danger.
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Source: Screen Rant