Something doesn’t make sense. Since Thanos kept referring to "the orb" while talking to Ronan, it is implied he did not tell Ronan it contains an Infinity Stone. This makes sense, since he didn’t want Ronan to keep it.
Yet, at the Kyln, Ronan says he doesn’t want the Nova Corps to know what they were after and to kill everyone, which implies he knows the orb contains the Stone, or is at least worth hiding.
On Knowhere, Nebula said,
"The Stone is in the furthest pod."
This means Ronan already knew the orb contained an Infinity Stone, or Nebula just leaked the information to him. Gamora told Nebula that if Ronan gets the Stone, he will kill everyone, reinforcing the notion that Ronan would keep the Stone for himself and not give it over to Thanos. Nebula's response was an affirmation that Ronan would keep the stone.
So why did Nebula give it to Ronan? Why not take it to Thanos?