but that scene never made it into the movie. Some comic book experts online believe (if I read it correctly) that the woman was Death whom Thanos is in love with but no one can prove that.

I also heard that Whedon removed 45 minutes to hour of film on the final cut to get the overall length of the movie down. If that is true I wish he would have left it in there or at least add it back in for the BluRay release. Those scenes may explain a lot more of what was going on.