Guardians of the Galaxy You are ever introduced to/explained the technology, nova corps, the collector. So much of the movie is just up to you. I mean there are little bits of explanation, but it really is a great example of "science fantasy." It just shows you that the MCU travels as far away as you can imagine and then well beyond. The idea is that there is a rich, full universe all the way in between. Right now we are getting to imagine everything that is in between.
I've seen it and has been left unimpressed by its ability to show a story. True, they don't tell it, but I never felt like I was interested in it to begin with. Yeah, they're there, and yeah, they fight each other from time to time - and... that's it. Comic book movies - much like mainstream comic books - are a very simple, unintellectual kind of entertainment. I'm fascinated by the concepts each of those introduce, being both a comic book (as a format) fan and a Marvel fan, but they aren't much in terms of stories. The only real strive towards the unknown in the MCU have been hints of Wakanda in... Iron Man 2? - and even those are going to get revealed in the Black Panther movie.