Looking at the cast list there's characters in the show from Captain Marvel (her Air Force friend's child), Ant-Man and the Wasp (Scott Lang's parole officer), and from the Thor 1 and 2 (Darcy Lewis - Jane's intern). The show will also directly tie directly into the new Dr. Strange movie that will come out next year. Don't know how much of those will actually matter in regards to understanding everything in the show, but if you want a comprehensive list then those would be ones to include I guess. Avengers 2-4 + CA: Civil War definitely the most important of the bunch for backstory, though.