I hope I caught you before you saw the movie. Please make sure you see ALL of the credits at the end of the movie as there are two shorts rather than the usual one. One after the "comic" credits and one at the very end. The movie was absolutely great but I will be interested to see how they overcome some of the plot twists created by this movie in future Avenger character movies.
Here's what I know about Marvel and those twists:
1.) Marvel has been planning that twist/the major plot point since day one. They knew SHIELD wasn't a permanent thing.
2.) Marvel has up to the year 2028 planned with plot points for their Marvel Movie Universe. (so they have a resolution).
3.) Stephen Strange's name drop wasn't by accident.
4.) Chris Evans is signed up for 6 Marvel movies. So far (depending on if you count that bit in "Thor: Dark World") he either has done either 3 or 4. Add "Avengers: Age of Ultron" you have 4 or 5 movies he's done. Then add the next "Captain America" and you're at 5 or 6. So he's on the other half of his contract right now. And he's said he wants to retire from acting and direct (which means I'm going to be watching a lot of him on video because that man is darn good looking).
5.) Sebastian Stan has signed up for 9 movies. He plays Bucky/Winter Solider. The only other person with that type of contract is Samuel L.Jackson. And he's done 2 of this 9.
6.) In the comics when Steve Rogers passes, Bucky/Winter Solider becomes Captain America... I am thinking we will get a "Captain America: 3" and Steve Rogers passes away, Bucky takes the reins. Then in the next Captain America it's Bucky and he'll get flashbacks of Steve (which puts Chris Evans at the 6 movie mark. Although I heard he's going to be in "Avengers 3").
7.) Joss Whedon directed the first credit scene, which has a very horror movie vibe.
8.) Due to contract and Marvel selling Fox "X-Men" almost 20 years ago there's weird stuff regarding Quick silver and Scarlett Witch. So they won't be called mutants in the new "Avengers" movie, or talk about their dad (Magneto). But they will be in the movie. And Aaron Taylor-Johnson's Quick silver looks sooooooo much better than Evan Peter's Quick silver (and fun movie factoid: they both played in "Kick @ss" and "Kick @ss Two" as best friends.).
9.) I am a Marvel/superhero geek.
10.) Nick Fury's new journey is part of his Shadow Days/Lands time. So that's been mapped out in comics for awhile.
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Hope that explains things. At first when I saw "Captain America: Winter Solider" I had a lot of the "What?!" moments. Then I started thinking about what I knew in terms of Marvel and their productions. It makes sense and isn't as scary.
So apparently they censored a character's name when I wrote it. Hm. So if there's a funky grammar thing, know that's why.