Norse god Loki killed him while superhumans were busy quarreling among each other. This gave Nick Fury an opportunity to say "He died for us!" and get all the superheros all sentimental thinking his blood is metaphorically on their hands. But its actually on Captain America collector cards - nerd awesomeness. Actually nerd analogue of religious artifact to give purpose to the group.
But what just happened - the humanist Joss Whedon just turned the tables in the human - superhuman- god scheme of things. For once the ordinary human being is at the reason to go to war, um against um, the infamous puny god. (Asgardians please dont hurt us because we hurt your delicate sentiments.)
Avengers are avenging an ordinary human being killed by a god. Put like that - who would think its the idea of one of the most entertaining films ever made? Death of Phil Coulson is the reason that for the first time they come together for one purpose. A noble message - why not join our forces for the good of the human?
Move over Nolan, Whedon's here, he will plant a dangerous idea in your mind, while you're wide awake without a whiz, smooth as a Ninja. A storyteller who made one of the highest grossing films ever without pissing most of the people off. Well played, Whedon, well played.
Lesson 1. Human beings matter. Only question that should matter at all, more important than "Does god exist?" is "What can we do to help human beings?"
Lesson 2. All those directors crying foul about their movies getting banned for various reasons - get crafty with your shiz, yo! Concealing dangerous ideas in movies full of awesomeness is SO much more fun.
On hind sight Batman trilogy seems too highbrow, obscure and pseudo intellectual compared to Whedon's formula for mass entertainment and clever thought. On hinder than hindsight, how can I ever stop loving the flip-a-truck-n-introduce-a-little-anarchy-joker-batman love story?
Update! on yet another viewing of the film, look what I found!
Selvig: "The Tesseract is showing me so much. It's...it's more than knowledge, it's truth."
The sleepy eyed Stellan Skaarsgard had a line which will easily be missed by many but whoooa! Joss Whedon had weaved it so dark and twisted it makes me drool. And its profound in most unlikely places like this. Actually observe how major part of the movie are conversations, especially the first half, most audience which came to avengers would be so bored. But agree with me or not I think above quotation is atheist. For the context its really good you watch the movie again.
Also the Captain America character is the most intriguing. He seems very republican and nationalist. He will say stuff like "Son,...just don't!" and "There's only one God and he doesnt dress like that."
And guess what, he has been asleep for 60 years. In terms of ideology and preachiness, please read between the lines what Joss is saying (or secretly laughing?) about those who agree with Captain America.