Destiny is a large game made by one of the greatest placers of Easter eggs, Bungie studios so there's many things to be found from the moon, to New Russia to Mars.
Here's some eggs and references that have been placed in the game.
The Scorpion tanks from Halo lie rusting in peace about New Russia on Earth
The Master Chief's helmet can be found disguised as a building.
Following the demise of the now infamous Looting Cave, a return to it suggests you may wish to disturb the remains - if you do so the Cyrptarch can be heard saying "A million deaths are not enough for Master Rahool."