The first piece of concept art for James Gunn's Guardians of the Galaxy let everyone know that the MCU would deliver a couple of new fan-favorite characters: Rocket Raccoon and Groot. And that’s exactly what happened. The characters evolved before our eyes throughout the first two GotG movies. Although the first film teased where their stories began and there were some clues dropped here and there, we still weren’t clear on how it all started.
As fan-favorites, Groot and Rocket deserve to have their origin stories told.
An interviewer at Hasbro HASCON asked Gunn about Rocket Raccoon’s backstory and whether fans will ever learn the details of how the character came to be. The director replied that the Marvel Cinematic Universe’s Rocket is different from the comics’. Their origin stories may be similar, but the MCU version is much more harrowing.
Gunn added that future MCU movies will explore Rocket's origins and reveal more about them:
As you know, the MCU has one way of processing these characters. 616 has a different one. We are going to learn more about where Rocket comes from in the coming sagas. It's going to be a little different from the comics. We already know a lot about where he came from. It's a little bit more horrible than what it is in the comics, when you come down to it. We will learn more about that (via MCU Exchange).
Most recently, James Gunn teased that Guardians of the Galaxy 3 will be released sometime in 2020. Until then, Rocket Raccoon will appear in Avengers: Infinity War and – probably - Avengers 4.