Think of the Marvel Cinematic Universe as a long-running television series — you wouldn't just jump in and start watching during season 6, would you? (Some people might.
But they're on their own here.)The individual adventures of Iron Man and Thor, Captain America and Captain Marvel can be enjoyed as one-offs, but the point of a shared cinematic universe is that everything is connected, that each movie builds off the one before it with characters and storylines crossing over from franchise to franchise.
Unlike TV, you have some options for how you go about watching every movie.It may seem straightforward enough — watch them in the order they were released — and that's one way to go.
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