We only got a glimpse, but that's all we really need to start guessing.
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Who she is: New Orleans police lieutenant Monica Rambeau accidentally acquired a plethora of powers after exposure to “extra-dimensional” energy. Flight, energy manipulation across the spectrum, and invisibility/phasing are all part of her set of skills. Known throughout the years as Captain Marvel, Photon, Pulsar, and others, she joined the Avengers back in the 80s before splitting off to do to her own thing until the events of “Civil War.”
How she might fit: Originally introduced to the Avengers by Spider-Man, there’s no reason Monica can’t find her way to the team through Captain America or any other active member.
Probability: 65% - Mysterious be-cloaked figures in caves don’t really jive with sarcastic former police officers.