Feige also said that one of the keys is to do the unexpected and keep some things a mystery.
For example, at the end of "Iron Man 3," it looks like Tony Stark has decided to stop being Iron Man, but the beginning of "Age of Ultron" shows the team together, with Tony back in the suit, with no explanation about what happened in-between.
"There will be storytelling about that [in future films], as a matter of fact," Feige said. "In terms of Tony's . . . journey, the fact that he's having a hard time putting down the suit will come into play."
So will Stark's continued arrogance, on display when he created Ultron, which Feige said could foreshadow what gets Captain America and Iron Man to come to blows during "Captain America: Civil War."
"I think you could say 'yes' to that," Feige said. "Iron Man is still funding a lot of the Avengers' activities but will stop flying around in the suit. Thor we'll see in his own movie as he goes off to investigate what's going on. As I think people will see in 'Civil War,' the team is in good hands (without those two core members)."