Well to be fair:
-The tesseract is in the same room as the Infiniti Gauntlet, and Loki, the man who owes him severely, is "King"
-Thanos wasn't involved in any way in TDW, yet the Aether was dug up from it's hiding spot and is now with the Collector, who may or may not be working with Thanos in the MCU, or at the very least, he's seemingly easy to locate.
-The orb, which Thanos had no plan of letting Ronan use, was removed from the hammer and put in a vault on Xandar, a planet he can supposedly easily destroy, so how tough could it be for him to steal something from it?
-The Sceptre (if it is the mind gem) is now on earth, Thanos's last stop on his genocide-train
It's certainly not a prefect plan, and one that would rely on a lot of luck, but it's kinda working out for him. Call on your debt to Loki and you've got one and the gauntlet, have the Collector bring you the next while you're on Xandar blowing it up and taking the orb. 2 more yet to come, then last stop, come to earth and get the Sceptre, completing the Gauntlet.
IDK, could work