It seems like the popular Infinity Gauntlet had actually fused to Thanos’ hand by t the end of the movie, Avengers: Infinity War. For many years, the MCU had been building up to a huge and epic showdown between the Avengers and Thanos and after many team-up movies, it had finally happened in the 2018 movie, Infinity War.
The purpose of this movie, which has the plot continuing in the movie, Avengers: Endgame, was not just to show Thanos collecting the six Infinity Stones, but him using the Stones and the Gauntlet for wiping out half of the universe.
While many of the fans believe that the Mad Titan’s quest would scar him after he had been forced to sacrifice Gamora, it seems like the snap had left him physically scarred as well. This is very clear in the movie, Infinity War when the fans can see the Gauntlet burning on his hand and on the rest of his arm as well. But the scarring does not appear to end here as it looks like the Infinity Gauntlet has been fused to his hand.
In the trailer for Avengers: Endgame trailer, audiences had gotten a brief look at Thanos, who would be returning to the sequel as the main villain when he was walking across a field with the on his hand. It is very possible that the scene takes place a few moments after the events of Infinity War, but since he has accomplished the mission, there is no reason for him to wear this Gauntlet.
While this did not take place in the Infinity Gauntlet comic book, which Avengers: Infinity War has taken a lot of inspiration from, this does not mean that it cannot happen in the MCU. If the Mad Titan cannot remove this Gauntlet and is forced to live with it, this will make things very difficult for the Avengers.