Thanos probably did. He did a lot with it. Loki in Endgame used it, but again, in Infinity War, Avengers, and Ragnarok, he didn't.
In Avengers, if Loki could use it to open up the portal, he wouldn't need the doctor. And he'd win the fight easily.
In Infinity War, he'd just escape from Thanos easily and everything is prevented. No need for 'we have a Hulk'.
Ragnarok, they'd be able to escape from Hela or even defeat her with it by just teleporting her elsewhere. Rather than destroying their home. And Hela literally only wanted the Bifrost. It was her entire thing. She fought them because Heimdall took the Bifrost sword (Hofund) and was escaping. That was established. But when she sees the Tesseract, she just says 'not bad' despite it doing the one thing she wanted to do: teleport her and her army to other places to conquer them.
She also didn't use Gungnir for w/e reason.
So...yeah at least a bit of studying seems to be needed, at least for Loki. Endgame usage is either an outlier or Loki's far, far dumber than previously thought. Like next level dumb. Like too dumb to live dumb.
Loki could have opened the portal, he just wouldn't be able to sustain that portal for more than a minute... and that wasn't the plan.
Thanos didn't. He studied the Mind Stone and was using it to track energies similar to the Stone. And when Tesseract was being experimented on by SHIELD. There were bursts of energy that the cube released, which Thanos/Maw was able to track and open a portal to send
one person to the location of the stone.
In Avengers, Loki didn't hold the stone for himself. He had to give it to Selving to create
a stabilized platform, that he didn't have to operate for hours, for the Chitauri Army.
Yes, Loki would have escaped in Ragnarok, if his brother wasn't there on the ship/ or on Asgard. Or his people. It was
sentiments that stopped Loki, not whatever you are saying.
And Hela could have used the Tesseract, but again it would take her time to learn it and teleport others with her, and not just herself.
Time constraints were what stopped her from mastering the Tesseract.
Tesseract can power Bifrost Bridge, not aim and open it. Again, this is... well not an assumption. Just something you made up.
(Edit: I thought, you were saying that Hela should have used Tesseract with Bifrost Bridge to teleport her army. But I re-read your statement... it says that Hela should have just used the Tesseract to teleport herself and her army to wherever she wanted... Well, she could if she believed she couldn't find Hofund within hours and not waste time studying the cube.)
From Endgame one thing that is for sure is that Loki could teleport
himself with the Tesseract. (And this is Avengers Timeline Loki, who held the Tesseract just for hours in his hand.)