Guardians of the Galaxy

Peter Quill steals an Orb containing the Power Stone. Pursued for it, he ends up in a prison with Gamora (Thanos's adopted daughter, defecting), Drax (whose family Thanos's forces killed), Rocket (a genetically and cybernetically tortured raccoon), and Groot (a tree). They escape, sell out, un-sell out, and stop the Kree fanatic Ronan the Accuser from using the Stone to destroy Xandar. Groot dies saving them and regrows from a cutting as Baby Groot. The Stone is left with the Nova Corps.

Nebula, Gamora's sister, mutilated repeatedly by Thanos as a punishment for losing to Gamora in combat, begins a slow turn from villain to one of the most important characters in the saga. Mantis joins the team.

When does Nebula actually join? Not in these films. She's an antagonist in Guardians working for Ronan, and flies off at the end. In Vol. 2 she's hunting Gamora for revenge, then reconciles when Gamora explains she never wanted their father's contests either — and leaves again to hunt Thanos.

She becomes a genuine member from Infinity War onward, and by Endgame she is structurally central to the plot.

On the Power Stone: the Guardians hand it to the Nova Corps because they have safe containment and legitimate authority, and because the Guardians at that point are four criminals and a tree.

It fails. Between films, Thanos attacks Xandar and takes it offscreen; a news report early in Infinity War is the only acknowledgement.

Xandar is destroyed.