In Thor: The Dark World, it's implied that long ago, the Dark Elves turned an Infinity Stone into the Aether. In Guardians of the Galaxy, we see an
Infinity Stone in its natural state, as described by Odin.
The Tesseract seems to not be a plain Infinity Stone, it was crafted into the familiar cube we've seen in several Marvel films.
Who turned the Space Stone into the Tesseract?