In the Marvel Cinematic Universe, there were six singularities in existence before the universe began. After the Big Bang, these singularities were condensed into six concentrated ingots: the Infinity Stones. Each stone represents a different aspect of the universe: Space, Mind, Reality, Power, Soul, and Time
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As the Cinematic Universe continued to expand, the Infinity Stones drifted through the infinite galaxies, and eventually found their way into the lives of the characters within the Marvel Cinematic Universe.
Thanos: The Mad Titan
Thanos is a genocidal warlord from the planet Titan, whose objective is to bring stability to the universe. His intentions are cruel; he believes its massive population will inevitably use up the universe's entire supply of resources and destroy it in the process. Thanos sets out to track down The InfinityStones; with their combined might, as well as The Infinity Gauntlet, he could snap his fingers and wipe out half the universe.
Thanos forges alliances with Loki (2012's Marvel's The Avengers) and Ronan (2014's Guardians of the Galaxy) in order to track down three of the Stones (the Space Stone, the Mind Stone and the Power Stone; however, both alliances cost Thanos many of his resources, including the loyalty of his daughters, Gamora and Nebula (2014's Guardians of the Galaxy). Fed up with the collective failures, Thanos forces Eitri, a weapons blacksmith (played by Peter Dinklage in 2018's Avengers: Infinity War), to create the Infinity Gauntlet for him. Thanos then seeks out the location of the six Infinity Stones himself.
Eitri's Story of the Infinity Gauntlet from 2018's Avengers: Infinity War
Thanos' End Credits Scene
from 2015's Avengers: Age of Ultron