Here’s a list I put together for all movies that involve Infinity Stones plus required for development as in my opinion it helps with understanding Infinity War the most:
Captain America: The First Avenger
The Avengers
Thor: The Dark World
Captain America: The Winter Soldier
Guardians Of The Galaxy
Avengers: Age Of Ultron
Captain America: Civil War
Doctor Strange
Guardians Of The Galaxy Vol. 2*
Thor: Ragnarok (Sets up A:IW)
Black Panther*
Avengers: Infinity War
Ant-Man And The Wasp (Sets up Avengers 4)
*Only needed for character development