That's one of the biggest keys for me. There has NEVER been 20 movies (so far) with this level of continuity and world building shared between them. It has never happened. Maybe there were some old school serials with that number of movies focusing on the same character... Tarzan or whoever. James Bond, kinda, (not really). but never completely separate ensembles and story lines all weaved together into such a huge tapestry like this.
It's really cool to see it. And they're doing it just right, too... if you DON'T know or catch all the little connections, it doesn't detract from your casual enjoyment of a fun action movie. All you have to know is that Hulk smashes stuff, Tony Stark is funny and cool and has crazy advanced tech, etc, and... let the mayhem begin. But if you ARE into keeping track of how the whole MCU landscape pans out, tv shows included and everything, there's plenty to enjoy on that level too.
and the beauty is, these are the exact strengths of Marvel comics, even back in the early 60's. When Stan was writing everything and there were only two or three artists, the continuity between the original books was a big part of what made them such a hit.
It's really cool to see the MCU doing something completely new, AND they're such fun movies. The worst MCU movies are fun, and the best ones like GotG are easily just as good as the 80's adventure greats like Indiana Jones, Goonies, Time Bandits, Romancing the Stone and so forth.