The woman in question is Wanda Maximoff, aka Scarlet Witch, who was introduced (properly) in the Marvel Cinematic Universe in Avengers: Age of Ultron, along with her brother Quicksilver.
As for her exchange with Thanos and its connotations.
Thanos: I don't even know who you are.
This is true. This "2014 Thanos" has never met Wanda, contrary to his 2018 self.
Wanda: But you will.
This is related to the events of Avengers: Infinity War. See, Wanda's in love with Vision, a highly advanced android whose existence is strongly based on the Mind Stone, that Thanos absolutely needed to complete his Infinity Gauntlet. Thus, not only did he take the Stone, killing Wanda's lover, he did so after rewinding time, because remember, Wanda had previously destroyed the Stone, killing her own lover. And then got snapped out of existence.
Once again, this is (an earlier version of) the guy who made her kill her lover, had him killed again, and made her disappear.
So he will come to know who she is. Not just "2018 Thanos" (if Wanda has even realized that wasn't the Thanos she knew), but he will know who she is, in like, the ten seconds to come, because she'll unleash all the power she's got on his face.
And that nearly works, since Thanos has no choice but to order his ship to rain fire on the whole battlefield to escape Wanda's wrath.