Legion isn't a traditional superhero show, and it wants you to know that. The style and tone definitely won't remind you of the Arrow-verse on the CW, and its comic book characters aren't particularly well known. There also aren't a lot of traditional Easter Eggs in the pilot episode, if any at all. At one point, Haller sits in a chair that makes him look a little bit like his comic book father, Charles Xavier. The end of the episode features what almost resembles a traditional X-Men fight sequence. The one Legion Easter Egg that cements its spot in the Marvel comics universe is in fact, the word "mutant."
Midway through the episode, the mysterious people interrogating David reveal that he is not crazy, but that he is instead probably the most powerful mutant there is. Yes, it's a bit of a stretch to call that an Easter Egg. The X-Men "x" symbol is in the show's logo. In the comics, David is a mutant. That's just a fact.
However, it's still significant. In Marvel comics, characters like Scarlet Witch, and Quicksilver are mutants, but you don't hear that word in Disney's The Avengers: Age of Ultron and you won't hear it on shows like Jessica Jones or Agents of S.H.I.E.L.D. — it's one of the reasons that the ABC series is exploring powered people through the Inhuman lore.
"We can't ever say 'mutant,'" is what Agents of S.H.I.E.L.D. showrunner Maurissa Tancharoen told The Hollywood Reporter point blank back in 2013. "There are certain rules in terms of the Marvel brand," explained her co-showrunner and husband Jed Whedon.
The use of the word "mutant" is possible on Legion, of course, because it is an FX series and 20th Century Fox owns the rights to all Marvel characters in the X-Men comics, as well as The Fantastic Four.
So while the link may seem small, it's pretty important. While nobody is talking about shipments of adamantium or anything, this is a world where mutants exist. Somewhere, Jean Grey, Cyclops, Storm, and Kitty Pryde are hanging out, teaching classes, or taking down bad guys together. Even if Legion never shows them or mentions them, they're out there.