As a fan of the Marvel films, I love reading and watching features that talk about the continuity of the Marvel Cinematic Universe. One of the reasons why the movies have worked so well is that the Marvel has gone out of its way to keep the MCU meshed together and tie it from one film to the next. Avengers was amazing because Thor, Iron Man, and Captain America were done well and just moved right into it.
However, if you don't want to see the awesome, you might want to know that there will be more previews to taunt us for Captain America: The Winter Soldier and Guardians of the Galaxy, as well as Avengers 2: Age of Ultron. Normally, I try to ignore spoilers and trailers for movies like this because I like being surprised, but yeah... between Rocket Raccoon and Falcon, I just can't get enough. I guess I'm hooked on a feeling or something...