I haven't watched any of the new films so I have no idea which one I should watch first and because I'm a bit obsessive about watching things chronologically I'd like to know in what order I should watch Thor, Hulk, Iron Man, Captain America and Avengers.

Iron man > Incredible Hulk > Iron Man 2 > Thor > Captain America > Avengers > Iron Man 3 (2013) > Thor Dark World (2013) > Captain America the Winter Soldier (2014) > Guardians of the Galaxy (2014) > Avengers Age of Ultron (2015) > Ant Man (???).

Captain America happened before all the rest... Am I the only one who knows what chronological means? Or am I completely off my rocker and missing something?

Yeah, watch Captain America first and then Iron man + Iron man 2, Incredible Hulk and Thor in any order as you please (they all take place in modern time and it's IMO impossible to tell which of them happened first unless I've forgotten some time related details) and then The Avengers and finally Iron man 3.

Not sure about Iron man 3 as I haven't seen it yet, but I assume it takes place after The Avengers.

Right-o, thanks for the info.

Depends on whether he means the films releases or not. But in the Marvel universe Captain America was first.

Specify next time. If you mean chronologically in universe, or in real life. I'm not even sure if there are separate terms for such things, but there should be if there aren't. This gets a lot of people confused.

A lot of phase 1 takes place over the course of a week so you're going to have a hard time watching it chronologically. Start with Captain America finish with Avengers then Iron man 3, watch the other in whatever order you want.