The Mandalorian episode 5 ending introduced a mystery character, who was approaching Fennec Shand's dead body, and that unknown person could be Giancarlo Esposito's Moff Gideon; he has yet to make his debut in the Disney+ TV series. So far, it seems most characters appearing in The Mandalorian are only showing up for one episode, with some, such as Carl Weathers' Greef Karga and Werner Herzog's The Client, appearing in two episodes. That trend continued once more in chapter 5, "The Gunslinger".
Ming-Na Wen's role in The Mandalorian was confirmed at D23 Expo this past summer, and it was later revealed that she would be playing a character named Fennec Shand. In The Mandalorian episode 5, the Mandalorian explains to a bounty hunter named Toro that Fennec is an elite mercenary who made a name for herself by killing for all of the top syndicates, including the Hutts. Considering that the Empire is no longer around, Fennec's employers have seemingly been put of out business. So now she's on the run somewhere on Tatooine.
Toro and the Mandalorian work together to capture Fennec, but while they're successful, the Mandalorian is ultimately betrayed by his partner. After Fennec tells the rookie bounty hunter about Mando betraying the Bounty Hunter Guild, Toro thinks he can become a legend by bringing Mando is. So he kills Fennec. But at the end of the episode, a mysterious character approaches Fennec's dead body. It's not revealed who the person is, but it's possible it's Moff Gideon - an Imperial officer who commands a unit of Remnant Stormtroopers.
Firstly, the mystery character is certainly not the Mandalorian himself, since his armor doesn't make a clinging sound when walking and he would've taken Fennec's body back with him on the speeder bike. Secondly, the mystery character is dressed in all-black, which matches the uniform Esposito's Moff Gideon is seen wearing in The Mandalorian trailers as well as still photos. Thirdly, Fennec appears to be wearing an Imperial uniform when she's captured - one that looks a lot the uniform that the Imperial Special Forces used to wear - which presents a potential story connection between her and Moff Gideon.
As Toro mentioned, Fennec was on the run because her previous employers were all out of business, so she could've accepted work from Moff Gideon just like the Mandalorian accepted a bounty mission from Herzog's The Client, who was also an Imperial Remnant. If that's the case, then it would make sense why Moff Gideon would go after Fennec when she was killed. If she was contracted to work for Moff Gideon, then her disappearing may have irked him. Of course, we'll just have to wait and see who the mystery character is for sure, but right now, it's looking like it's Esposito's Moff Gideon.