Infinity Stones - Wikipedia

The Stones, with the exception of the Soul Stone, made their debuts in films leading up to Avengers: Infinity War (2018).

The Space Stone, the first Stone to appear, was featured in a post-credit scene for Thor (2011), housed within the Tesseract. The Stone / Tesseract established its significance in the MCU through the following films, Captain America: The First Avenger (2011) and The Avengers (2012). In The First Avenger, the Red Skull uses the power of the Stone to power Hydra's weaponry during World War II. In The Avengers, Loki is sent to Earth by Thanos to get the Stone from S.H.I.E.L.D. The Space Stone did not make another appearance until Phase Three, when it made a minor appearance in Thor: Ragnarok (2017) and played a major role in Captain Marvel (2019) where it is revealed that the Stone gave Carol Danvers her powers.

The Mind Stone first showed up in The Avengers, housed in a scepter given to Loki in his efforts to get the Space Stone from Earth. The Stone is shown within the scepter in Avengers: Age of Ultron (2015) where it is being used on human test subjects. The Mind Stone is eventually used to give Vision life.

Thor: The Dark World (2013) introduced the Reality Stone in its liquid form known as the Aether. It temporarily infects Jane Foster before it is given to The Collector to keep it separate from the Space Stone.

The Power and Time Stones made their debuts in Guardians of the Galaxy (2014) and Doctor Strange (2016) respectively. Ronan the Accuser seeks out the Power Stone for Thanos, but he is defeated by the Guardians of the Galaxy, who entrust the Stone with the Nova Corps. Stephen Strange finds the Eye of Agamotto, which houses the Time Stone, and uses it to save Earth from the demon Dormammu.

The Soul Stone was the last Stone to make an appearance, first showing up in Infinity War when Thanos collects the Stone on Vormir after sacrificing Gamora.