Captain America: The First Avenger (2011)

Captain America: The First Avenger was actually the 5^th flick in the Marvel Cinematic Universe. However, because it depicts events from the Second World War, it is the first entry on this list describing the earliest events depicted in the MCU.

It can be argued that other movies describe events older than that. The first Thor film presents an epic battle between the Asgardians and the Frost Giants in 905 AD, while Guardians of the Galaxy shows events as early as the beginning of the Universe.

Captain America: The First Avenger doesn't just introduce one of the future members of the Avengers, but also the first of the Infinity Stones. And that is the Tesseract, which is later on revealed to be the containment vessel of the actual Gem.

The story is well known "“ a frail but valiant man undergoes an experiment and is granted superhuman powers. By the end of the movie, after apparently destroying the organization HYDRA, he falls heroically into the ocean, to wake up in time for the events of the first Avengers film. This is the Marvel Cinematic Universe installment which announces the first Avengers flick.