Captain America: The First Avenger introduced the Tesseract, while The Avengers included both that and the Mind Stone. The following year, we would see the Reality Stone (a.k.a. the Aether) in Thor: The Dark World, and Guardians of the Galaxy then brought the Power Stone to the MCU.
However, things could have been ever so slightly different based on some recent reveals from filmmaker James Gunn. During a live commentary which took place last night, Gunn said that the Infinity Stone used in his movie was red during shooting. That later changed in post-production when it was decided that The Dark World would establish the Aether as one of the powerful gems.
Gunn also told fans that Marvel Studios didn't have a final plan in place for the Infinity Stones when Guardians of the Galaxy was being shot in 2013, and it was only during post-production that Kevin Feige figured out when and where the Infinity Stones would start showing up.
Thor: The Dark World was released in November 2013, one month after Guardians wrapped, so Alan Taylor's frustrations with Marvel Studios could boil down to reshoots making some big changes.
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