We know from past LEGO sets that they aren't the best sources of info, but occasionally some of the sets do reveal specific details.
The latest LEGO set is for Doctor Strange and may shed some light on a potential villain as well as how Doctor Strange may connect to the rest of the MCU.
A LEGO set reveals that Doctor Strange has some sort of accessory that uses Nordic runes to spell out "Dormammu Is Near."
The connection to the MCU could be to Thor as Thor is the Norse god of Thunder (possibly having previously battled Dormammu).
Dormammu may hold true as well as the character is a big Doctor Strange villain in the comics, and director Scott Derrickson has been teasing different dimensions. In the comics, Dormammu is from the Dark Dimension and is also involved with Mads Mikkelsen's villain, Kaecilius.
Doctor Strange Lego Set:
"Doctor Strange" has a November 4, 2016 release starring Benedict Cumberbatch, Rachel McAdams, Tilda Swinton, Chiwetel Ejiofor and Mads Mikkelsen.
Marvel’s Doctor Strange follows the story of the talented neurosurgeon Doctor Stephen Strange who, after a tragic car accident, must put ego aside and learn the secrets of a hidden world of mysticism and alternate dimensions. Based in New York City’s Greenwich Village, Doctor Strange must act as an intermediary between the real world and what lies beyond, utilising a vast array of metaphysical abilities and artifacts to protect the Marvel cinematic universe.