What the Hell Are the Marvel Movie Infinity Stones?

Warning: this post contains spoilers for Doctor Strange.
Marvel just released yet another blockbuster -- Doctor Strange, starring Benedict Cumberbatch as a cocky rich white guy on a path of redemption -- and the sprawling Avengers saga complicates once more. Set aside that Strange is essentially a magical redux of Iron Man (which was itself a shinier, wittier Batman Begins) and instead focus on what really matters: the endgame.
With 2018's Avengers: Infinity War and its unnamed sequel promising to pay off a multi-movie mystery that revolves around the purple villain Thanos (seen in a quick tease in The Avengers and revealed in full in Guardians of the Galaxy) and the set of all-powerful gems known as the Infinity Stones, now's a good time to ask: Who is Thanos again? What the hell is an Infinity Stone anyway? And how does Doctor Strange's mystic Eye of Agamotto might factor into it? Here's how.

Who is Thanos, the BMF who wants these things?
He's one of the biggest baddies in the Marvel universe and has a real fascination with Death. Literally: In Marvel's original 1991 Infinity Gauntlet comic event, Thannos wants to sleep with the female personification of Death, establishing him as one of the Avengers' craziest, most powerful villains. They don't call him the Mad Titan because he adopts puppies. Since then, his motivations have shifted, but he's still obsessed with death -- philosophically and practically.
In the films, we've only seen him teased in short bursts. As in the comics, he's hunting for the Infinity Stones, and when one of his minions told him that opposing the Avengers would be "court[ing] death," he smiled.

What are the Infinity Stones?
The Marvel Cinematic Universe's Infinity Stones -- known as the Infinity Gems in the comics -- are cosmic super weapons. There are six of them, each imbued with different properties linked to different aspects of the universe, and, when combined using the "Infinity Gauntlet," they can grant a user omnipotence over the fabric and shape of reality. Obviously, this creates massive problems for The Avengers and the Guardians of the Galaxy if they fall into the wrong hands, and even if they don't, the stones provide endless opportunities for chase scenes and MacGuffin action.
There are six Infinity Stones, and we've seen a few of them in the movies:
The Space Stone -- Blue in the MCU, this stone can transport the user to any location in the known universe through the creation of portals in its use as the cube-shaped Tesseract. It has also been used to craft advanced weaponry.
The Mind Stone -- Yellow in the MCU, this stone can be used to control the minds of others and was used as a Scepter by the villainous god Loki and the espionage organization HYDRA. It was also used to breathe life into the robot superhero Vision.
The Reality Stone -- Red in the MCU, this stone takes the shape of a dark red liquid known as the Aether. A symbiotic entity, it latches onto its host and grants them almost unlimited reality-warping power. The full capabilities of it have yet to be explored.
The Power Stone -- Purple in the MCU, this stone is typically held in an Orb for protection and has the power to obliterate entire planets in the hands of a strong enough user. It can also destroy many single users who do not either share its power among others (like the Guardians did) or channel it through a weapon (as Ronan the Accuser did).
The Time Stone -- Green in the MCU, it's housed in Doctor Strange's Eye of Agamotto, which is worn as a necklace around his neck. It has the power to warp, disrupt, and control time, at the micro and macro level, if the user is experienced enough.
The Soul Stone -- It's unclear as of now what this stone will look like or do in the MCU, but read on for some theories as to who might have it.
Where are the Infinity Stones now?
As of Doctor Strange, here is the updated status on all of the Infinity Stones that have been revealed in the MCU. In case it wasn't obvious, herein there be spoilers for the films that have been released so far.
Eye of Agamotto -- At the end of Doctor Strange the good Doctor returns the Eye of Agamotto to the security of Kamar-Taj, the home and training center of the Masters of the Mystic Arts. It's explicitly referred to as an Infinity Stone, and both Strange's ally Wong and antagonist-to-be Karl Mordo remark on how it defies the natural order of the universe.
Scepter -- As of Avengers: Age of Ultron, the Mind Stone has been sitting in heroic robot Vision's forehead. Unfortunately, the events of Captain America: Civil War dealt a severe emotional and mental blow after he accidentally blasted War Machine out of the sky. At the end of the film, Vision is still an Avenger, but processing friendly-fire emotions isn't something the robot has any experience dealing with. The Mind Stone doesn't help matters.
Tesseract -- With Loki defeated at the end of the first Avengers, Thor took him and the Tesseract back to Asgard for safekeeping. There, in theory, it could be kept safe. Later in the chronology, however, Thor: The Dark World ends with Loki in disguise as Odin, and Thor being none the wiser. This should be bad news.
Aether -- With the Dark Elves defeated at the end of Thor: The Dark World, the Asgardians give the Aether to Benicio del Toro's Taneleer Tivan, "The Collector," for safekeeping. He has his own plans for it, which have yet to be revealed, but he returns in Guardians of the Galaxy and will probably be back in either Thor: Ragnarok or Avengers: Infinity War.
Orb -- After the Guardians of the Galaxy defeat Ronan the Accuser, the Orb is left in the care of the Nova Corps, which locked it away in a vault on Xandar. It's worth noting that in the comics, the Nova Corps has been destroyed or seriously crippled several times, so it's probably a safe bet that Thanos will strike at them early in his campaign.
Heimdall? or "Him"? -- Eagle-eyed Internet theorists have pointed out that all of MCU initials for the various Infinity Stones shown thus far -- Tesseract, Aether, Necklace (for the Eye of Agamotto) Orb, Scepter -- spell out a key name: T_ANOS! So we need an "H" here. One theory posits that Heimdall, an all-seeing and all-knowing being who has said he can see people's souls, has actually had the stone in his armor the whole time. I don't buy it. A simpler answer is that the "H" will reference the legendary Marvel hero Adam Warlock, who was first introduced in comics simply by the very-dramatic pronoun "Him"(!). Warlock plays a huge role in Thanos storylines of the past and his cocoon already made a cameo in the Collector's stores in Guardians of the Galaxy. He's definitely showing up in future films, so it makes perfect sense that he'll possess or use the Soul Stone in some way.

Thanos will have all the stones before the end, though
But by the end or midpoint of Avengers: Infinity War, none of it will matter. Thanos needs to collect the Infinity Stones, and he needs to use the Infinity Gauntlet against the Avengers, and likely kill many of them. I'm excited. You should be too.