As most people are aware, the Fastchise wasn't intended to have the following chronology: 1, 2, 4, 5, 6, 3, 7, 8 and so on. But it does. And hence the retcon above. But the amazement is more that in every subsequent film the baddie is almost always revealed to be linked with something Bigger. And the way they do that is so smooth.
The Fastchise's chronological ordering and plot ratcheting make it very difficult to decide how to watch the films. You get a similar problem with the the Chronicles of Narnia , Redwall and, thanks to Fantastic Beasts, Harry Potter.
If you engage with the series in production order you recreate the audience's experience. After all, the original moviegoers and readers couldn't decide to watch Furious 6 before Tokyo Drift... that movie wasn't out yet. Likewise, the Magician's Nephew was published well after The Lion the Witch and the Wardrobe. This ordering also lets you get a feel for the meta-development of the series and characters.
Chronological order is what we might call the fan's order. I say this because it gives the greatest appreciation for the story that the creators eventually decided they wanted to tell. This is something that is most interesting to the fans. And it's the way I watch the Fastchise even though I really couldn't care less about cars or the characters' preferred music genre.
To be honest, chronological order only screws you up if you start off with Lord Brocktree and then move down through Martin the Warrior, Mossflower, The Legend of Luke (part of which predates Martin the Warrior), and so on until you get to Redwall... where suddenly there are horses? The Redwall series is an example of a where important meta-developments create what TV Tropes calls Early Instalment Weirdness. Discworld actually suffers(?) from it too.
In truth, when it comes to the movie-side of the MCU (regarded by fans as the poor brother), these issues arise more than you probably hear about. So let's take a spoiler filled look at...
Captain America's First Movie
It can be fun to essentialise movies in an irreverent manner. It's also a good way of cutting to the chase and revealing the true nature of the film as a piece of entertainment, hence:
James Bond. But American. So he has superstrength. And is a solider in WWII. And has no character flaws.Captain America is not my favourite character. One of my least favourite scenes in the comics is when a pre-power Tempus is explaining her favourite superhero. It's Captain America. She's Australian. It is very dumb writing. It needs explaining.
The whole point of Steve Rogers is that he's a stand-up dude. Both in the moral sense and that he doesn't like bullies. It's just that this makes him a pretty boring character. It's in the later films when this trait can manifest more as obstinacy where Rogers becomes more interesting. In this film he's just a curio, embodying the traits of good soldiers... bravery, selflessness and intelligence.
What drives The First Avenger along is that we're able to be invested in the circumstances around our curio. It helps enormously that one of the major supporting characters is WWII, without that we'd just never buy into Rogers. But everyone else makes sense.
A lot is often made of Marvel's Villain Problem... the idea that they're not particularly interesting and are ultimately kind of generic. To read this in Red Skull is to miss the point.
As is made clear in Agent's of SHIELD and even in this movie or The Winter Solider, HYDRA is much more than Nazism if, indeed, it is Nazi. But Red Skull's Nazi background is everything in understanding his schemes.
Without WWII, neither Red Skull nor Captain America could exist. What they're motivated by and the things they believe in reflect their early 20th century contexts. Red Skull's a character, not some embodiment of whatever extra-textual message you're looking for.. if to make sense of a character or to invalidate a character you turn exclusively to extra-textual stuff you've missed the entire point. It makes sense for Red Skull to think about blowing up all the enemy capitals because he's from a world where that was a normal way of thinking. It makes sense to be some world conquering madman, because some people really do want to reshape the entire world.
The First Avenger is an entirely serviceable film. It's not bad, so out of ten you'd never rank it say 1-3. It's not "meh" so 4-6 doesn't make sense, which means it's a 7/10 because it's not "actually, that's really rather good" either. Most films are a 7/10. It's hard to convince one person to make a film that sounds bad, it's even harder to convince two people and so on. Anyone who tells you the average film is 5/10 has never really thought about it. Captain America has enough stuff in the background to push it from 6 to 7, but that's true of most films.
Also, Cap works best when you put our curio in fish out of water situations.