what tesseract?
I didn't understand what they were referring to. When was it shown in the movie?
The Tesseract is the blue energy cube that features in Captain America: The First Avenger as well as the first Avengers film. At the end of Avengers, Thor used it to bring him and Loki back to Asgard (official tie-in comic reveal they needed it to jump start the rebuilt Bifrost after Thor had destroyed it at the end of the first Thor movie). This movie (and subsequently Avengers: Age of Ultron) confirmed it as one of the 6 "Infinity Stones" - specifically it's the Space Stone (confirmed via interviews with Feige)
When was it shown in the movie?
It was never shown in Thor: The Dark World, only mentioned by name.
Nillindeiel
Agent Hill: ...Then aliens invaded New York and were beaten back, by among others, a giant green monster, a costumed hero from the 40's.... and a god.
Agent Ward: I don't think Thor is technically a god.
Hill: Well...you haven't been near his arms.
~Agents of SHIELD; Season 1 Episode 1 "Pilot" share
Thank you for such a thorough reply.