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Karen Gillan's Nebula has had a remarkable character arc during her time in the MCU, but it almost didn't happen. It had previously been revealed that Nebula wasn't originally written to survive the events of the first Guardians of the Galaxy movie, but now Karen Gillan has spoken out about exactly what it was that happened which changed the fate of the character. Apparently, Gillan had a very emotional reaction to the scene she performed during her screen test, which was all the more impressive considering the scene she was doing was never meant to be part of the film. According to Gillan...
It seems that Karen Gillan breaking down in tears over a moment that wasn't even actually in the movie caused James Gunn to reevaluate the relationship between Nebula and Gamora, leading to his decision to keep Nebula around. A move that would not only change the face of Guardians of the Galaxy and its sequel but would, in turn, lead to a major plotline within Avengers: Infinity War. Quite simply, the MCU would be in a very different place right now if it had not been for this moment.
If Nebula had died at the hands of Gamora at the end of Guardians of the Galaxy then the entire subplot between the two in Guardians of the Galaxy Vol. 2 never happens. Without that, we never get the insight into Gamora as a character and her relationship with Thanos which is pivotal to the events of Avengers: Infinity War. We very likely get a very different story of the Soul Stone without this change and that's before considering how Avengers 4 might be different, as Nebula is one of the few surviving heroes who obviously isn't there if she died several movies previously.
It's not clear from Karen Gillan's comments during Fan Expo Canada (via ComicBook.com) if she realized the scene she got so deeply involved in just existed for the screen test or if she thought it was part of the film. It's far from uncommon for fake scenes in films to be written these days as part of the attempt to prevent spoilers from leaking. Either way, Gillan didn't let the fact that the scene wasn't real change the way she approached the part.
I for one am certainly glad these changes were made because I think it absolutely made for a better Marvel Cinematic Universe. The story of Nebula and Gamora is one of the best in the franchise. It may finally come to an end next year in Avengers 4, especially due to the fact that at this point we may never actually see Guardians of the Galaxy Vol. 3.