Captain Marvel's cat, Goose, is a Flerken, and maybe one of the deadliest aliens the MCU’s ever seen. What happened to Goose after the events of Captain Marvel? Nick Fury has kept him in this office. But that kind of deadliest creature was never mentioned before in the MCU or in Agents of S.H.I.E.L.D..
Goose seems to be the MCU's version of Chewie from the Captain Marvel comics. Chewie lives with Carol, so it's likely that Goose will pop up in future Captain Marvel films. He may not be in the next Avengers as he may have been wiped out by the snap.
Also, it makes sense for Fury to keep Goose's existence a secret. A creature containing a pocket universe is a useful tool and Fury shows genuine affection for him. Keeping him as a secret weapon but also keeping the softer side of himself secret, makes sense for Fury.