[cherokeesam]

Originally Posted by BigThor

But it was clearly Captain America's first since he was frozen during the events of THOR.

Fury might have briefed Cap on Thor. He seems to already be an "employee" or at least associate of SHIELD at the beginning of Avengers. There's apparently a few months that separates Cap's unthawing in CATFA and the actual start of the Avengers movie. There's a deleted scene that features a short montage of Cap "settling in" to (New) New York that was supposed to illustrate that passage of time.