I went twice before I sat down to write, so: TL;DR I REALLY LIKED IT AND I HAVE A LOT OF FEELS.
So first of all I'd like to say I have so much respect for Whedon's writing that he can give us this movie that is simultaneously a Part Two (of The Avengers "trilogy") and a Part Ten (of the MCU), an entire story with a beginning and end,a story that has callbacks to a ton of the previous adventures (I especially liked the return of the Helicarrier guy from TWS) and is planting the seeds for many more (there's set up for Thor: Ragnarok, Cap: Civil War, Black Panther, and of course The Infinity War; that does justice to the five main characters and four minor characters (Sam, Rhodey, Maria, Nick) we love so much AND introduces three more (Wanda, Pietro, and Vision), all while being entertaining and MAKING IT ALL LOOK EASY. Just. Dude.
Okay, so, MY FEELS, in no particular order:
* When Fury describes himself as "an old man who just cares about you [Tony]." This is one of the few times we have seen Nick as being purely human, along with the story about his grandfather in TWS and his friendship with Coulson in Avengers and AoS. It makes a really interesting contrast to his usual "spymaster of spymasters"/"man in the shadows" role. That he also sets himself up this way with Tony is especially interesting, given Tony's own resistance, eg. when in Iron Man 2 (as I recall? I haven't seen it in a while) when Nick talks about having known Howard and Tony has so much anger with his father and his legacy and so forth. Like, I really hope if we get an Agent Carter season 2 we can see bb!Nick and more of his background, preferably without the near-obligatory tragic backstory.
* Natasha/Clint/Laura. Okay! So, it seemed pretty clear to me--and a lot of us--that the Natasha/Clint relationship in Avengers was predicated on some sort of love, from Loki's asking "Is it love?" and Natasha's response of "I have a debt" to the physical intimacy (Clint was in the bathroom of her quarters when Cap comes to get them; Clint's feet on Nat's chair in the shwarma scene). And then of course her arrow necklace in TWS. So let me tell you my headcanon: Nat had a thing for Clint but never faced up to it because 1) he married with kids and 2) she's just emotionally isolated because trauma and also SPYness and she never really faced up to it until she had to deal with the prospect of maybe having to kill him if he couldn't be deprogrammed from the scepter, and her trying to set Steve up in TWS is her projecting because she knows herself that she needs to move on. I've seen a couple things so far speculating that the necklace was from the kids to their beloved auntie, which, wow kids, and also some happy poly/OT3 fics already (which, good job, fandom: Good. Job.).
* Clint in general: I *really* like how much of a role he played in the film, essentially as the Xander of the group (no powers, smartass, and almost its heart, because it was so obvious that everyone was fond of him). Like, wow, Clint's the one with the actual functional adult life with the house and the wife and the kids, and his ongoing renovations thing just cracked me up as a character trait. Dunno why, but it did. Maybe it's a hangover from the circus, like, he has this real HOME now, and he takes genuine pleasure in this. Also also, NGL, when he was on the phone and said it was his girlfriend I was fully expecting it to be Coulson. >_> I also like how his reaction after Loki was to have brain-fry arrows on hand JUST IN CASE mind-whammies were another thing to deal with because NOPE NOPE NOPE.
* Natasha in general: When the first Avengers came out a friend and I were speculating about why, in particular, she was so afraid of the Hulk to begin with, and we decided that it had to do with a feeling of lack of control--because control is what the Red Room teaches, it's what Nat relies on, and an out-of-control ragemonster is both her greatest fear in terms of what she might become and what she would have to deal with (it can be reasoned with, seduced, or manipulated, it just IS). That part of her attraction to Bruce is 1) he is not a fighter, which is something she has never really known, and 2) is someone who doesn't want to fight specifically because he will always win is really interesting to me in terms of characterization, and makes her declaration of "I ADORE you--but I need the other guy" wonderfully heartbreaking. Like, this is Buffy/Riley all over again, and with the same conclusion more or less. Which, is also interesting in the context of her relationship with Clint, who is again her best friend and the guy WITH the family, what she cannot have literally and possibly can't let herself have figuratively (all of the self-loathing and the ISSUES).
* The theme of "monsters": This came up over and over again. Bruce thinks he is a monster (because rage), Natasha thinks she's a monster (easy ability to kill, and some are arguing also her sterility, which I don't think she herself thinks that, because she knows herself to be a victim, but let's face it, culturally we DO consider women who can't/don't have children to be monsters, okay, I mean that is pretty much the basis of the "wicked stepmother" fairy tale trope), Tony thinks he is the "mad scientist" that culture deplores, Wanda and Pietro think SHIELD/Tony is a monster because western imperialism, etc. It is not articulated as such but Thor's vision of Ragnarok/blind Heimdall and Steve's vision/the line about he only exists in wartime (which is also interesting in context of Buffy, like, the purposes of his existence, however much he doesn't like it, is to essentially destroy--destroy for good rather than for evil, but still to destroy) and the whole life-in-death thing iterates this too. But again, that which should make the Avengers evil and weak--their social isolation, their destructive natures, are also their strengths.
v.
* Vision!!!! He who is Life. He who can carry Thor's Hammer in one of the best set-ups ever. I also like how he flies in to save Wanda at the end, foreshadowing their relationship. And his last exchange with Ultron, the dialogue of, "They are doomed," "Yes, but a thing is not beautiful because it lasts."
* Wanda and Pietro. I was really unexpectedly charmed by both of them. They didn't have a ton of screentime, but yet in what time they did have there was a really great sketch of their backstory and their relationship. I also really liked how they interacted physically, with the holding hands and the occasional Pietro-gives-a-reassuring-kiss-to-Wanda's- forehead. (I also now want to write fic about Wanda being touch-starved after Pietro's death, as he has never not been there, and part of her relationship with Vision starts from that.) I really did not expect Pietro to be the obligatory death, especially given how heavily they were implying that Hawkeye was gonna be the one to come home in a box, but on the second watch I did notice that when Cap tells the team "If you get killed, walk it off" the camera is on Pietro the WHOLE TIME. Like, Thanks, Whedon, thanks.
* Steve! I like how Natasha has a line about he and Tony making eyes at each other, because clearly that girl has been on Tumblr. But I also like how Sam's at the party with him and thinks he needs to find a place in Brooklyn because "home" (and I think that Sam thinks, consciously or not, that that's the way to find Bucky--to go home), and I really like how all the WW2 vets are there, obviously because of Steve. (The Thor-Stan Lee exchange, "This isn't meant for mortals," "Neither was Omaha Beach, blondie" and "Excelshior" was just freaking precious.)
* The new team: Rhodey, Vision, Scarlet Witch, a beaming Falcon--I shrieked in the theater both times, because I am such a freaking squishball.
Other bits: The second time around I noticed that Tony called Klawe an Ahab, and in the next scene Ultron lops his arm off. Jame Spader as Ultron was really great--like, I was not expecting Ultron to be that great of a villain, and while he wasn't Loki, he was pretty damn awesome. One small blooper, maybe? Is that Thor mentions the four infinity stones they have seen so far-- the Tesseract (Avengers), the Aether (Thor 2), the Mindstone (Avengers 2), and--the purple stone from Guardians of the Galaxy, which how would he know about? I mean, I *guess* maybe Sif and Volstagg heard The Collector's place got smushed and he mentioned this odd ragtag band, but aren't we also supposed to assume Thor has been on Earth since Thor 2? anyway, small thing, but one I still wondered about.
Um, I think that's it. That's a lot. But yeah. so. Many. FEELS!