Okay, they sure are in the future. And the future looks exactly like we've been led to believe: Battleship gray with bad lighting. And the Earth has been destroyed, and the remnant is hanging in space like a hollowed-out crescent-- which is physically impossible, unless the culprit is Marvin The Martian.
That aside, we've got a pretty good mystery on our hands: The Earth, at some unspecified point in the (near) future is destroyed but good, however somehow a sustainable population is evacuated before or during this catastrophe to a space station located in the dense asteroid field created by the Earth's destruction. The Kree either build or conquer this station. Allegedly this destruction is caused by Daisy. Why the Kree would take control of the last of Humanity and rule over a crappy space station for generations without even moving it to a better location remains unknown.
Somehow, a government agency or paramilitary organization (which is ether controlled or infiltrated by non-Kree aliens) with access to a different kind of Kree monolith that can move people through time knows about these future events, and kidnaps some, but not all, of our core SHIELD operatives and sends them into the future to... be confused and get injured and captured and stuff. There was no briefing prior to transport and no mission plans provided. So we don't know who did this, how they got a monolith, why they picked these particular people, and what they hope will happen-- throw off the yoke of Kree tyranny or travel back to the present with the means of preventing the end of the world? And why didn't they offer any explanation? And why did all the SHIELD people appear in different places at different times?
But apparently the news of their arrival has been passed down (poorly) through the generations. The people who have been expecting them are considered nuts and are called True Believers, which is a nice touch.
Also, there are alien people-eaters called Roaches infesting unused levels of this gigantic space station. Did they come with the Kree or did they arrive by some other means?
So now they're trapped in an unfamiliar future, without Fitz, and May is injured, YoYo is injured, and Gemma is a harem girl with a Kree device in her ear that controls her hearing (and who knows what else). And Coulson doesn't even have his good hand. Mack has
a lot to complain about.
This is certainly an intriguing start to the season, but they've got a lot of explaining to do.