Tesseract
Just to clear up some confusion about this, there is nothing remotely "WTF" about Mar-Vell having the Tesseract.
The one concession I will make is that Kevin Feige thinks the average viewer of the MCU movies must dissect these movies to the nth degree which is why some have missed the detail.
So. Howard Stark, Peggy Carter and Chester Whatshisname setup up SHIELD after SSR.
Howard Stark found the Tesseract after Captain America crashed.
Howard Stark setup a couple of projects, one was GOLIATH and the other was PEGASUS.
PEGASUS was setup for the purpose of studying the Tesseract.
Mar-Vell/Dr Lawson was attached to Project PEGASUS which would explain how she was able to get to use it for her light engine work.
Shes clearly very clever, so her being able to get into SHIELD and PEGASUS isn't much of a stretch, bearing in mind Hydra infiltrated SHIELD.
And for those thinking that these details are retconned into Captain Marvel.... not so.
Projects GOLIATH and PEGASUS are referenced in Iron Man 2, when Tony Stark asks JARVIS to give him all the details on Projects GOLIATH and PEGASUS.
So it seems they really do plan this shit out!