Avengers: Infinity War is going to revolve around the Avengers battling Thanos on his mission to collect all 6 of the Infinity Stones. The first Infinity Stone - the Space Stone - was introduced in Captain America: The First Avenger, and since then we have been teased with 3 more in the form of the Reality Stone, Power Stone and Time Stone which were featured in Thor: The Dark World, Guardians of the Galaxy and Doctor Strange respectively. With only 1 Infinity Stone still to be revealed (Wakanda is the best bet), here is a fun infographic showing you exactly where the Infinity Stones currently are. 

http://www.micedesigns.co.za/infographic-brief-history-current-location-infinity-stones-mcu/