The Marvel Cinematic Universe continuity issues can be traced back to Thanos' scene in The Avengers movie, the MCU's timeline really works on the macro-scale. Unfortunately, when digging into the details, a number of problems begin to arise.
This isn't necessarily a massive issue for any film on its own, but it's quite surprising given Marvel prides themselves on their shared universe model. Fans generally tend to overlook the continuity problems, but occasionally a throwaway line can be quite jarring. It's all been highlighted by the official MCU timeline, which, frankly, caused more problems than it fixed.
Related: Marvel's Official Timeline Doesn't Fix MCU Continuity - It Makes It Worse
Until 2015, Marvel Studios paid careful attention to continuity. The MCU Phase 1 is fairly straightforward; there's a little debate about the precise placement of the first Avengers: Age of Ultron's post-credits scene, which included an unneeded Thanos cameo.
Avengers: Age of Ultron featured a post-credits scene in which Thanos donned the Infinity Gauntlet. "Fine," he fumed to somebody who was off-camera, "I'll do it myself." It was a strange scene, in that it didn't fit in the slightest with Age of Ultron's main narrative. It was unclear just why Ultron's failed attempt to wipe out humanity should inspire Thanos to get up off his chair and take action. Even more strangely, he wouldn't initiate his quest for the Infinity Stones for another three years.
But it also sat uncomfortably with everything Marvel had established up to that point. One scene in Infnity War plot hole.
Ironically, the continuity problem has only become worse with time. Avengers: Infinity War revealed that nobody had ever wielded the power of multiple Infinity Stones at once before; indeed, Thanos had headed to Nidavellir to get the Dwarves to create the Infinity Gauntlet in the first place. So what was supposed to be happening in Avengers: Age of Ultron's post-credits scene">focused on developing Thanos in Infinity War, rather than continue his story from previous MCU movies. Furthermore, the Russo Brothers suggested that perhaps Thanos' Avengers: Age of Ultron scene was actually him taking the gauntlet from Nidavellir - but they haven't been able to explain the strange dialogue, which was probably written off-the-cuff to make the scene more exciting.
This was the first real snarl-up in the MCU's continuity, an issue that Marvel has struggled to resolve. The desire to build an overarching narrative led the studio to create a dramatic scene that, while successful in the short-term, simply failed to work in the wider context of the MCU as a whole.
