Coulson was in Iron Man 1 and 2 as well as Thor but he had small roles. He's the man in the business suit that works for SHIELD and keeps popping up to bother Tony and Pepper about debriefing and also interrogated Thor. He also has two small one-shots when he's driving out to Thor's hammer and kicks ass at a gas station that's being robbed that you might be able to look up on youtube. When you see the Avengers you won't be able to ignore Phil Coulson and you will fall in love with him.

Um, yeah no, I disregard anything that might actually happen in canon if it ruins my headcanon. But I go with canon things that can improve my headcanon.