Soooooo....let's recap on what we've seen so far in the MCU:
Iron Man (2008) - Tony Stark is approached by Nick Fury.
Iron Man 2 (2010) - James Rhodes becomes War Machine.
Thor (2011) - The Tesseract (Cosmic Cube) is experimented upon.
Captain America: The First Avenger (2011) - Steve Rodgers is frozen and awakens in the 21st century.
The Avengers (2012) - Loki steals the Tesseract and exchanges it for control of the Chitauri army. He fails, thanks to Iron Man, Captain America, Thor, Hulk, Black Widow and Hawkeye.
Thanos appears for the first time.
End of Phase One.
Iron Man 3 (2013) - Stark destroys most of his armor and plans to quit.
Thor: The Dark World (2013) - Loki masquerades as Odin. The Aether is given to The Collector.
Captain America: The Winter Soldier (2014) - S.H.I.E.L.D dissolute after Hydra was revealed to have infiltrated the organization.
Guardians of the Galaxy (2014) - We learn of the existence of Infinity Stones, and that there are Six of immeasurable power.
Avengers: Age of Ultron (2015) - Watch the movie.
Ant-Man (2015) - A new hero appears...
End of Phase Two...