"The story of Melinda May’s transformation into “The Cavalry” is revealed as she finds herself at a crossroads in the war between Coulson and Gonzales. As Skye learns more about her true heritage from Lincoln, the truth about the Inhumans will send her in a new direction."
We finally learn the details about the incident that led to May being know as "the cavalry". Basically a super powered little girl was able to take control of people by touching them and making them her puppets. After her whole team was captured, May went in and was forced to kill the little girl in self defense before she got touched and turned into a mindless puppet as well. Killing the little kid was went led to May going on desk duty as she was at the beginning of this series before Coulson talked her into coming back unto his team.
Meanwhile, Fitz gets the toolbox open and uses it to contact Coulson. He asks for help getting away from the guys Gonzales has tailing him. May joins the board of the 'other shield'.