I can only imagine the collective 'Huh?' that will be going out from regular people who sit through the credits of Thor: The Dark World. Right in the middle of the credits Benicio del Toro shows up in a white wig, wearing a weird fur stole and with lipstick on, bowing and pantomining and being absolutely bizarre. They might recognize del Toro, but the larger question they're going to have is 'Who the fuck is this guy?'
This guy is the fuck The Collector. And he's one of those Marvel Comics characters we never thought would make it onscreen becuase he's what they call cosmic - ancient, weird, from outer space and with a backstory that reads almost like a joke about how nerdy comics are. He's also awesome.
The Collector's real name is Taneleer Tivan, and he's one of the Elders of the Universe. And when I say Elder, I mean he's three billion years old. The Elders a group of weirdo space aliens who are the last remaining members of their respective species, and each of them has a unique obsession that drives them. The Grandmaster is super into games. The Champion of the Universe is another Elder, and he's really into fighting. There's The Architect and The Gardener and The Contemplator and even a guy called The Runner. Ego The Living Planet is also an Elder, but that's a whole other can of weird worms.
The Collector was the first Elder to be introduced in the comics; he showed up and collected The Wasp, deciding he wanted a complete collection of Avengers. See, that's his thing: he collects stuff. I mean, the name probably gave it away, but that's his whole schtick. He took up collecting when it became clear that he was pretty much immortal and he needed a hobby to keep himself going (seriously. He had a wife who was also seemingly immortal but she lost the will to live eventually and ceased to exist).
In the comics The Collector shows up every now and again when Avengers stories get really big and start exploring all of space-time. He's been the owner of an Infinity Gem - one of six stones that grant the bearer complete control over an aspect of the universe - until Thanos took it from him. Expect that to come into play at some point in the Marvel Cinematic Universe. His powers are kind of vague; as an ancient cosmic being he's often written with whatever abilities he needs, including shape changing and energy powers. Since he collects stuff he has a ton of alien weapons at his disposal, and he also has an alien zoo, the animals in which he sometimes uses to attack our heroes.
His appearance in Thor: The Dark World is setting him up in Guardians of the Galaxy. It's not entirely clear what his role in that film will be, but I suspect that there's another Infinity Stone in that movie, and The Collector intends to get all six of them.