The most recent trailer for the villainous Taskmaster are. One aspect in dire need of explanation is where this Russian "family" of hers came from, and where they have been all these years.
Since The Avengers formed, Nat had alluded the fact that they were the closest thing to a family she ever had. Her relationships with the likes of Steve Rogers, Bruce Banner, Tony Stark, Clint Barton and even Thor were said to be the most personal she'd ever experienced in her life. As she herself states in Avengers: Endgame, "I used to have nothing. Then I got this. This job... this family. And I was... I was better because of it." They were her rock, they kept her grounded, and without them she was a cold, lonely, emotionally unavailable person. Presumably, they were the first ones to connect with her.
As Black Widow promotional material has indicated, however, The Avengers were not Natasha's first personal affiliations. Her true family actually ties back to her Russian roots, comprised of Black Widow Super Bowl spot, with Natasha herself embracing it. They are all close, in some way or another, and continually hint at their shady past. Nat even refers to Yelena as "sis" during the first Black Widow trailer. There is a lot of history to be discussed in this film concerning Nat's old allies.
This entire situation seems to be an Avengers: Endgame retcon, intentionally or otherwise. The narrative for years has been that Nat was alone before The Avengers, and that they were her first and only stable group. She said it in the most recent film, yet now fans learn of another through this deep dive into Black Widow's past life. Again, their connections to one another have yet to be fully elaborated on, so perhaps there is more to the story here, but for now this can only be looked at as a running change to Natasha's life story. There is no evidence at this point that refutes such a choice, but time will tell.
It could simply be a case of those involved in the making of Black Widow needing to tweak her past for the sake of rounding out the cast and the overall story. But then again, overlooking such a core component of her character up to this point seems very much intentional. At any rate, this does put a different spin on her relationship to The Avengers. Much of her arc has been in relation to her connection to her teammates, which she'd never had before. Giving her a new family that formed in her younger years could negate her journey with her second one to an extent, but hopefully Black Widow can give Natasha a better send-off than Avengers: Endgame.