The best way would be to watch them in order of their release date. The films in the Marvel Cinematic Universe have released in three phases. Which order did you watch the movies in?
Phase 1: Avengers Assembled
The Avengers Initiative (a.k.a Phase 1) was a secret project created by S.H.I.E.L.D. to create the Avengers, a collection of the most able individuals to defend Earth from imminent global threats; these individuals functioning as a response team to said threats which are too great for the forces of mankind to handle.
The Initiative was scrapped by the World Security Council after the alien incursion in New Mexico in favor of a weapons development program known as Phase 2. It was eventually reactivated in 2012 during the Chitauri Invasion.
- Iron Man (2008)
- The Incredible Hulk (2008)
- Iron Man 2 (2010)
- Thor (2011)
- Captain America: The First Avenger (2011)
- The Avengers (2012)
Phase 2: Age Of Ultron
In response to the events in New Mexico and the revelation of alien worlds and powers beyond our own, the World Security Council scrapped the Avengers Initiative in favor of a more practical approach– the development of weapons powered by the alien Tesseract.
- Iron Man 3 (2013)
- Thor: The Dark World (2013)
- Captain America: The Winter Soldier (2014)
- Guardians of the Galaxy (2014)
- Avengers: Age of Ultron (2015)
- Ant-Man (2015)
Phase 3: Infinity War!
Phase Three is set during a time of discord generated from the aftermath of Ultron‘s attack against the Earth. With public opinion of superheroes becoming increasingly divided, the Avengers become fragmented. In the midst of the Avengers’ turmoils, a number of new characters are introduced, such as Doctor Strange, Black Panther, Mantis, Spider-Man, Valkyrie, and Captain Marvel. Thanos‘ plot to collect all of the Infinity Stones, which began late in Phase One, is drawn to a close in this saga.
- Captain America: Civil War (2016)
- Doctor Strange (2016)
- Guardians of the Galaxy Vol. 2 (2017)
- Spider-Man: Homecoming (2017)
- Thor: Ragnarok (2017)
- Black Panther (2018)
- Avengers: Infinity War (2018)
- Ant-Man and the Wasp (2018)
- Captain Marvel (2019)
- Avengers 4 (2019)
- Spider-Man 2 (2019)
- Guardians of the Galaxy (2020)
- Other TBA Films (2020-2028)
Source: Marvel Cinematic Universe