Updated March 9, 2019: Actor Josh Brolin has revealed more details about Thanos' origin story in Avengers: Infinity War, along with his surprising motivations for possessing the Infinity Stones.
"He’s different from his family," Brolin told Entertainment Weekly. "They’re all Titans and they all look similar, but he was born deformed. You see how he grew up, you see he was like the Quasimodo of this time...He stuck out. He was an anomaly. He was a freak. And that lent to this apparent insanity."
This lines up with Thanos' comic book origin as a Deviant born to Eternal parents. Thanos' motives, however, are somewhat more altruistic - in a twisted way.
"You think of overpopulation and killing half the universe in order to save the other half and all this kind of stuff. You have this struggle watching him. It’s this love-hate thing, you know? So I don’t know … Who in our society do we love and hate?"
"But at the same time you feel for him. You want to write him off as insane, and yet what he’s doing makes sense, if you break it down."
Original Story: Thanos has a new origin story in Avengers: Infinity War. Though he hails from Titan, it is now its own planet (and not a moon of Saturn), and his motivations go a little deeper than simply courting Death.
“He’s from a planet called Titan that’s no longer inhabited because of things that he thought he could help prevent, and he was not allowed to do that,” Feige told Entertainment Weekly. “What he feared most happened, and the planet and everybody on it basically went extinct. He vowed not to let that happen again. He thinks he sees the universe going down the tubes. He thinks he sees life expanding outward unchecked. That will bring ruin, he believes, to the universe and to that life.”
In comic books, Thanos is child of a Titanian Eternal and a Deviant (a mutant strain of Eternals) - that hails from Saturn's moon Titan, who became obsessed with the physical embodiment of Death.
In the same interview, Feige once gain teased an "ending" of some sort for the MCU.
“The notion of an ending, the notion of a finale, became very intriguing to us, in large part because you don’t see it that often in this particular genre,” Feige explained.
Avengers: Infinity War is due out in theaters April 27.