Mentions of Carol Danvers being a friend of Rhodey's in the first 2 IM movies, along with a couple of cameo appearances and a mention in Avengers that she's been missing. An after credits scene in IM3 with Rhodey visiting Carol in the hospital and her waking up with superpowers. Then right into a Captain Marvel movie as part of Phase 2, which would include her remembering how she got her powers.
Tweak TWS and put the bulk of the HYDRA-in-SHIELD plot into a SHIELD movie - Fury, Hill, Black Widow, Hawkeye, Sharon Carter, cameos from the AoS characters. End with Fury and Sharon telling Steve that the assassin who's been popping up throughout the movie is Bucky. Have TWS be Steve and Sam teaming up with Sharon and Natasha to track down the Winter Soldier.
Not have Tony Stark creating Ultron in AoU. That was just horrible. Or at least explicitly say he's taken Hank Pym's plans.
Introduce more female characters, and introduce them earlier.