The Skrulls were actually introduced to the MCU back in 2014, in an official tie-in comic for The Kree-Skrull War." That will see Earth caught in the crossfire between two powerful alien races.
Many fans had assumed that the Skrulls couldn't appear in the MCU, at least not until the film rights for the X-Men and the Fantastic Four reverted to Marvel Studios due to their assumed link to mutants. In reality, however, the rights are a little more complicated than that: The Skrulls are shared between Marvel and Fox, with both studios able to use the race, although some specific aliens are Fox only. This would be obvious if you were paying attention as the Skrulls were actually brought into the shared universe five years before Captain Marvel.
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In 2014, Marvel Comics released the official Guardians of the Galaxy Prequel Infinite Comic on ComiXology. Set immediately before the events of Guardians of the Galaxy, it sees Gamora explore the galaxy, looking for the Orb, and then strike a deal with the Collector to bring it to him for safekeeping. That much is obvious from the movie itself, but what's interesting is one scene Gamora visits Conjunction, a barren world that's the location of a notorious black market for contraband tech. As she walks through the market, one of the merchants calls out; "Skrull detectors! Like new! Ten units apiece! That's value for you!"
It's only the briefest of mentions, but it's indicated two things: firstly, that the shapeshifting Skrulls existed in the wider MCU since back in 2014; and secondly, that they can be detected when undercover. That second point is the most interesting as it lines up with an official tie-in novel for Captain Marvel, Steve Behling's Starforce on the Rise. The book revealed that, as part of their millennia-long war with the Skrulls, the Kree have developed old lady is really a Skrull.
While the canonicity of the comic is in question due to the movie's other tie-ins having since been contradicted by movies (Guardians of the Galaxy Vol. 2 altered Nebula's origin), this Skrull reference does match up and stands as the first mention of the Skrulls in a Marvel Studios product.
Captain Marvel is proving to be an unusual Marvel movie. Most MCU films essentially ignore tie-in media, but Captain Marvel seems to be going to great lengths to acknowledge it. Kree architecture corresponds with the design of the Kree city in Carol Danvers' origin twist was foreshadowed in Agents of S.H.I.E.L.D. as well. This is just another link to add to an ever-growing list. Perhaps everything in the MCU is all connected after all.
