9. The Real Mandarin's Identity
Iron Man 3's marketing made us all think we were going to get a menacing, violent and sadistic villain in Ben Kingsley's The Mandarin, but about halfway through the film, this was all revealed to be a ruse.
Kingsley was playing an actor by the name of Trevor Slattery (a man who was simply pretending to be The Mandarin) and in the third act, Guy Pearce's Aldrich Killian claims that it's he who is the real Mandarin - before being whacked in the face by Pepper.
But then, to complicate things even further, Marvel released a One-Shot titled All Hail The King, which posited that the true Mandarin was still out there somewhere, and that neither Killian nor Slattery had any true claim to that villainous name.
However, since that One-Shot debuted... we've heard literally nothing about The Mandarin, his true identity, or why Killian chose to steal that name in the first place.
Admittedly, it may be hard to feature the character in the MCU considering the movies are now more focused on cosmic threats, but it was strange that Marvel made such a big deal out of this, only to drop it without a second thought.