The Quantum Realm was just one of a number of different dimensions explored in the first Ant-Man movie. Even so, it’s important, because it will play an important part in explaining Captain Marvel's powers.
Ant-Man teased its sequel with an Easter-Egg that may have gone largely unnoticed. Marvel’s Kevin Feige recently revealed that the original Wasp actually made two appearances in Ant-Man. The first was when she sacrificed herself during the flashback scene. The other was as a small silhouette in the Quantum Realm.
Feige added that similar scenes were included in Ant-Man and the Wasp. Scenes that take place in the Quantum Realm tease the future of the MCU, including what might happen in the next phase.
Like the first movie, there are clues in the Quantum Realm to other possibilities and things. I'm talking frames [of film] (io9).
It might be necessary to see Ant-Man and the Wasp more than once to spot the teases. But keep in mind that even if your vision is sharp enough to catch them, they may not actually indicate what’s going to happen.
According to director Peyton Reed:
We have definitely laid some groundwork for some stuff down there [that’s] similar to what we did in the first movie. [In that movie,] it was not until really the DVD or Blu-ray release that people started freeze-framing it, like, “Wait a second. There's a reflection. Is that Wasp down there? Is it Janet?” The Quantum Realm was daunting, because the good news is the bad news. Which is it's infinite, and it can be whatever you want it to be.