One thing I'm looking forward to seeing an explanation on is the Infinity Stones themselves. Those familiar with the comics know that the Infinity Gems (as they are called in the comics) are very separate from items like the Tessaract, so it is interesting to see the movies blur the lines a little.
There are six Infinity stones/gems: Space, Time, Reality, Power, Mind and Soul. Each stone has immense power by itself and is able to allow the user to manipulate the nature of the stone. For instance, if one were to hold the Time stone, you could manipulate time freely; if you held the Mind stone, you could read or control others thoughts.
When the Tessaract/Cosmic Cube was first presented, it was more in line with its comic book form - an object that worked as a gateway to another part of the universe that had limitless power. However, this role changed (or perhaps was merely just revealed as part of the "grand plan") as the movies went on to actually be an Infinity stone. It has been confirmed that it is the Space stone, since it has been shown to allow instant teleportation across the entire galaxy (Red Skull sucked up into space at the end of Cap 1, Loki brought to Earth - and later the entirety of the Chitauri army - in Avengers).
The second stone we find is the Aether from Thor 2, which has the power (apparently) to turn the galaxy back from one of light to one of darkness. One may think that this is the Reality stone, but I have my doubts (explained below). Instead, I think it is the Time stone - as it was being used by the Dark Elves to turn back the clock on the galaxy itself to resemble the time before suns grew hot and bright and, instead, were dark.
The third is in Guardians and is the first stone introduced as just that - an Infinity stone. It was also revealed to be (appropriately) the Power stone. Given that Ronan was made to be much more powerful just to be in possession of the stone, this isn't any sort of stretch.
This still leaves three other stones - Mind, Reality and Soul.
The Mind stone is the most discussed one so far, simply because many fans think we have already seen it. The scepter possessed by Loki during Avengers gave him the ability to take control of the mind of anyone he came in contact with (barring Tony Stark and his "metal heart"). However, this is also very tricky. It is said that the scepter is powered by the Cosmic Cube in Avengers, one of the main plot points about how the scepter is used to close the portal of invading aliens. It may be a situation where the scepter was able to pierce the barrier around the Tessaracht because both used the power of the Infinity stones... but this is still questionable given the line about how the scepter itself is powered by the Cube. If the scepter has a stone as its power source, why would it need another stone to further power it? Also, why would Thanos, who wants to gather the Stones for his own purposes, rent one out to Loki? I suppose it is possible that Thanos saw the risk of lending out one stone to gain two (not just the Cosmic Cube, but also the Aether which was hidden on Earth and which Thanos may or may not have known about). Regardless - the scepter will play into Quicksilver and Scarlet Witch's origin, so we may find out in Ultron if the scepter is a stone. If it is, it would seem to reason that it is the Mind stone.
The Reality stone is one I haven't seen much discussion on, but one I think is the most obvious. Given that the MCU has already taken one powerful artifact (the Cosmic Cube) and turned it into an Infinity Stone, I don't see why they would have any problem doing it again. In that light, I think we will see the Eye of Agamotto, one of the main mystical power sources of Dr. Strange, turn out to be the Reality stone. After all, the Dr. Strange movie is going to be all about traveling to different realities and planes of existence which would make perfect sense to have the owner of the Realty stone do. This will help lighten some of the "magic" aspects of Dr. Strange and, instead, give it a sci-fi twist which seems to be the prevailing theme of the MCU.
Lastly, this takes us to the Soul stone. Which, as many comic book fans know, is owned by the powerful Warlock. Warlock has been seen in the MCU (in a manner of speaking) and one can only assume where he goes, the Soul stone will follow. We first "see" Warlock in the Thor 2 credits scene in the workshop of the Collector. Warlock is known for forming and staying in a yellow cocoon when he sustains damage or needs to rest.
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The great thing about this is that we see the same cocoon again in Guardians in The Collector's shop. In a "waste of time" credits scene, where Howard the Duck (a legitimate Marvel comic book character) is seen drinking and quipping, there is also HUGE hidden revelation... the blast that destroyed the Collector's workshop in Guardians has ALSO opened the cocoon of Warlock.
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This means Warlock is out and about and likely either in possession of the Soul stone or going to come in contact with it in the very near future. This may likely be the plot of the Guardians movie coming out in 2017 (close to the Infinity War release in 2019).
So there you go - the six Infinity stones and where they can be found (sort of... not really). Discuss away.