The first four movies before The Avengers were all about someone having the ability to be a hero, but not the qualities until he had to step up to the challenge: Iron Man was about the egotistic genius billionaire Tony Stark seeing first hand what his weapons were doing to innocents and being unable to use the normal means to stop it, so he had to use the Iron Man armor to stop the terrorists (and Stane) and destroy the weapons himself; The Incredible Hulk was about Banner trying to cure himself of being the Hulk until the Abomination entered the frame, at which point he renounced any future attempt to find a cure (and gain a measure of control over his transformations) so he'd be able to stop him and any other possible gamma monster; Iron Man 2 was about a dying Tony choosing Pepper and Rhodey as his successors as CEO of Stark Industries and Iron Man and getting them to step up to the challenge; Thor is about Thor overcoming his selfish & haughty nature and learning humility. Then we have Captain America: The First Avenger, which is about the opposite: Steve wants to make a difference and stop the Nazis, but first lacks the powers (being a skinny runt before becoming the Super Soldier) and then the occasion, and has to take them, becoming a hero in the process.
In a similar way, one could argue the movies of Phase 2 were about losing something as part of being a hero (Iron Man was afflicted with PTSD and destroyed his armors, Thor's mother (and quite possibly dad) died and he abdicated the throne, Cap lost any trust in S.H.I.E.L.D and lost S.H.I.E.L.D itself.) Age of Ultron did not involve that much loss, but the events of it did shake the Avengers' confidence in their ideals. This ultimately segued into Phase 3, which started off with Civil War and the dismantling of the Avengers.
A Funny Thing Happened on the Way to Thor's Hammer:
Some might wonder why Coulson simply didn't shoot the robbers. Well, police are a lot more interested when a couple of punks end up with bullet holes than they are when some mystery man simply beats them up.
And the little "tae bo" story means they won't bother searching for him, just think the clerk did it. He may have also not shot because he worried the bullet might go through them and hit the clerk.
Coulson is also one of the good guys from a series of superhero movies. Those types generally avoid lethal force if it's not necessary, and it was obviously not necessary in that short.
Coulson also knew that he (and the clerk) weren't in any real danger; he probably thought up using the flour bag as soon as he mentions moving to the other aisle. Those punks never stood a chance.
It's often asked how come other superheroes don't join in and help people when they're having issues, like why didn't Hulk actually help out Tony Stark in Iron Man 3 beyond just a cameo after the credits? Or why didn't Iron Man show up during Captain America: Winter Soldier? The obvious reason is it would be too easy, but an in-universe answer has been there the entire time, in the events of Winter Soldier: the collapse of S.H.I.E.L.D. This event was so massive and so revealing, if Captain America tried to call Iron Man for help, it'd be abundantly clear where he was and how HYDRA agents could find him.
But what about Iron Man 3? Tony had just put Pepper in extreme danger halfway through the film; he probably thought if he tried to contact any of the Avengers, the same would happen to them. Tony Stark comes off as a person who doesn't want to take responsibility, but at times he's a person who takes responsibility for everything. Just look at his actions in Age of Ultron; he felt it was his duty alone to protect the world. Tony thinks he's the most important person in every room, his ego is massive... and as a result he feels like he's got to take care of everyone, that he's like a dad to a planet of children. He's burdened by his intelligence and makes mistakes by constantly trying to help people, believing they can't help themselves.
Secretary Ross' line in Captain America: Civil War to the members of the Avengers about two lost nuclear warheads (referring to the absent Hulk and Thor) might actually double as a reference to a nuclear warhead recently being stolen in the concurrent third season of Agents of S.H.I.E.L.D. (in this case, for use in Hive's master plan) — unless, of course, the two plot points are just a total coincidence.
Actually, that could be an allusion to the fact that the government isn't the best option for keeping an eye on superhumans, because the US government has lost nuclear weapons before. The scary part is that we're not even entirely sure how many have gone missing, it can be be anywhere from 6 to a dozen (mostly during the Cold War). (Oh, and before you think that's bad, the USSR was way worse, and since the fall of the USSR only made their terrible record-keeping even more sketchy, it's even more uncertain how many nuclear weapons they've lost. The smart money's on around 33, but some of the more liberal answers claim it to be as high as 100)
Tony Stark is all about the bleeding edge of technology, so why does he keep around his old suits of armour in the lab? You can argue he keeps around an old hotrod car to tinker with, but at the same time, he's tinkering with it, altering it, fixing it, improving and upgrading it. Why does he keep his clunky old suits of armour, which are outmoded almost every week by a better version? Well consider the first film, how he built his first chest-mounted arc reactor and later replaced it. He told Pepper to throw it away, because it was garbage, but she kept it and gave it to him as a sentimental gift. But it became vital in the finale for how Tony used it to replace the improved version Obadiah stole. By that point in the film Tony only had three suits, the Mk 1 that Obadiah had, the silver Mk 2 prototype, and the red and gold Mk 3 that almost gets destroyed. So why didn't Tony just write them off and build new ones? Because the last time someone kept something old, Pepper with the arc reactor, it saved his damn life. Maybe Tony learned something of a lesson about keeping old junk that might be useful in the future.
And, considering the finale of Iron Man 3, they were certainly useful after all.
In the early films, it seems only natural that the Asgardians are worshipped as gods by humanity, even if they're reimagined as Sufficiently Advanced Aliens. After all, they were gods in the comics, and the writers couldn't just ignore the fact that they're named after characters from Norse mythology. But in The Avengers (2012) and onward, it becomes clear that there are plenty of other advanced alien species in the Galaxy, but the Asgardians are the only ones that humans seem to have met before the Chitauri Invasion. Why's that? Because the Asgardians had the Space Stone (a.k.a. the Tesseract) in their possession for centuries, which allowed them to create wormholes and travel across vast interstellar distances with ease. Even though they gave it up, they probably managed to build gateways like the Bifrost because they had a chance to study the Space Stone and figure out its secrets. It makes perfect sense, then, that they can interact with "lesser" species far easier than other alien races can, and they treat their meetings with humans as casual encounters.
In this universe, Iron Man is Peter Parker's favorite superhero and the one he drew the most inspiration from in becoming a superhero himself. Perhaps that's the reason this version of Spider-Man also went with a Something Person style codename.
Why is Steve so afraid of settling down and retiring? It's not because he's a Blood Knight, but after waking up in the 21st century, the war is over, his friends are dead or incredibly aged, technology and culture have made huge leaps...being a soldier is the only thing left he's got. Without it, he would have to completely re-invent himself, which is a terrifying proposition for anyone, let alone a Fish out of Temporal Water.
The split between the movie and T.V shows when it comes to story can be seen for what it really is all about since the start of Phase 3: a split between the films that Perlmutter had influence over (Iron Man 1 to Ant-Man) and the films he didn't (Civil War onwards). Perlmutter's films are still in a Marvel Cinematic Universe, but not the one we're watching. It's in Perlmutter's, which has nothing in it he didn't have influence over.
The post-Avengers U.S government is also a bit of a notably split between Perlmutter and post Perlmutter. In Perlmutter's time Obama, a Democrat, was replaced by Mathew Ellis (presumably a Republican per American Political tendencies). More notably, a confirmed Republican, Christian Ward, was a senator in Massachusetts, a very Democratic state that rarely elects Republicans that high. Perlmutter is a known mega-dollar Trump supporter and Republican, and one could see this as a sign that the MCU shifted conservatively politically in the aftermath of the Avengers film. This government, while not shown as flawless at this point (see the V.P in Iron Man 3), was shown to be fairly moral. After Perlmutter was removed from the films and Feige had no interference from him (while Feige's politics aren't as clear as Perlmutter's, he is presumably farther to the left than 'all black guys look alike, female led films have no chance, what's the difference between minority and oppression based X-Men and self-oppressing, slave keeping Inhumans' Ike, regardless of if he is Republican or Democrat), we have films like Civil War, Infinity War, and Ant-Man and the Wasp, which clearly show the Government as power-grabbing, stupid, thieving, and not behaving properly. Regardless on one's thoughts on the exact nature of each political party, one can read the shift as being tied into the fissure of Perlmutter and Feige.
A constant complaint in the MCU is the constant Superman Stays Out of Gotham (although this has kinda died down at least for the movie side) it when you think about how different the MCU and by extension the relationships between many of the heroes in the setting it makes since. To put it bluntly a lot of the heroes arent as buddy buddy as they are in the comics and many operate in such different social circles that it would be utterly rare for many of their paths to cross. For instance Daredevil is a lawyer who works in Hells Kitchen in New York and deals mainly with middle class citizens while Tony Stark is a billionaire who constantly interacts with those in Goverment. Them having each other on speed dial would be like the average person having a direct phone line to the president.
Jessica Jones answers the question: how do mooks think they can take on superheroes? The answer: combat drugs. In real life, defence departments have science agencies working to develop exercise programs, diets, supplements, relaxation exercises, new ways of teaching and assimilating information. This is especially true of special forces who will have scientists on staff to get any edge. In the MCU it is easy to extrapolate this to super soldier serums and the red/white/blue pills. Add whatever real world or fictional criminal enhancements you like (steroids, speed, who knows?) and you get mooks who think they are dangerous enough to take on our heroes. (This also explains Stark's fear that JSOC will be a threat to Cap and Bucky in Winter Soldier.)