3. Loki Meeting Thanos & The Chitauri
The last time we saw Loki, prior to the events of the Avengers movie, was in Thor as he was falling in to a massive abyss in space and then on Earth in a post-credits scene where he was invisible and prompting Erik Selvig to speak in a SHIELD facility whilst observing the Tesseract. We know, however, that Loki didn't have possession of the Tesseract when then Avengers movie came around, so how was he traversing the universe in order to meet Thanos and the Chitauri? He'd had time to meet Thanos, learn how to harness the ancient and unlimited power of the Tesseract, and then formulate a plan to lead an alien army in to battle on Earth - but no one knows how! The ins and outs of Loki's association with Thanos and the Chitauri is something that definitely could have been explained and explored further.