The Infinity Stones are items (not always stones or gems in the traditional sense) with reality-altering powers that exceed every other force or power shown so far in the Marvel Cinematic Universe. When all of them are collected in an Infinity Gauntlet, the wielder is given power to destroy complete universes. Up to this point, a Infinity Gauntlet had been revealed, the right-handed one that was briefly shown in Thor inside Odin's chambers. It's hinted that only extraordinary individuals can survive touching the Stones barehanded, and even in that case, it requires a great willpower to use the power of the Stones without a Gauntlet itself.
Although the Stones are not yet been explicitly mentioned in the MCU at this point, two of them have already come by up. This film does not directly feature any of them. In a proper filmmaking point of view, this items are the McGuffin that keeps the entire Marvel Cinematic Universe franchise united. At the end of Iron Man Three, two of the six Stones have been revealed and located:
- Blue (Space Gem): Hidden inside the Tesseract, it can open portals to between universes. First seen in Captain America: The First Avenger, the Red Skull located it in a Norwegian monastery and used its energy to create highly advance weaponry during WWII. It's hinted in Iron Man 2 that the original Arc Reactor technology used by Ironman was designed based on knowledge Howard Stark once he recovered the Tesseract working under S.H.I.E.L.D.'s umbrella. In The Avengers, Loki and a mind-controlled Erik Selvig use it to open a portal to let the Chitauri army enter the Earth. Also, it's revealed that S.H.I.E.L.D designed new weaponry based on Tesseract technology as a backup in case the Avengers Initiative would fail.
- Yellow (Mind Gem): Hidden inside Loki's scepter, it has the ability to control minds as well as create new ones, such as Ultron and The Vision. It's first seen in The Avengers when it is assumed that Thanos himself and/or The Other (leader of the Chitauri army) gave it to Loki. With it, Loki stabbed and killed Agent Phil Coulson, causing Ironman, Black Widow, Thor, Captain America, Haweye and Hulk to unite to avenge him. Natasha Romanoff (Black Widow) used it to close the portal Loki and a mind-controlled Dr. Selvig created to let the Chitauri army attack New York. S.H.I.E.L.D. took it under custody for study.
- Red (Reality Gem): The Ether in Thor 2.
- Purple (Power Gem): Guardians of the Galaxy.
- Orange (Time Gem): Yet to be revealed.
- Green (Soul Gem): Yet to be revealed.
This remaining three Stones and their respective powers are to be revealed over the course of MCU's Phase 2 (Captain America: The Winter Soldier, Thor: The Dark World, Guardians of the Galaxy, and Avengers: Age of Ultron) and Phase 3 (Ant-Man, Captain America: Civil War, Doctor Strange, Guardians of the Galaxy Vol. 2, Thor: Ragnarök, Black Panther, Captain Marvel, Spider-Man: Homecoming), ultimately culminating in Avengers: Infinity War - Part I and Avengers: Infinity War - Part II.