At the end of Avengers: Age of Ultron, Thor points out that several Infinity Stones have shown up in the last few years, five to be exact. Kevin Feige has stated that the remaining stone will be revealed at some point in Phase 3, but when can we expect that and how will it tie in to the story? The five stones that have been uncovered are:
The last stone is the Soul stone. Very little is known about it other than it's orange and that it will be revealed at some point during Phase 3. We don't even know if it will be revealed before or during Avengers: Infinity Wars.
In order to wield the power of the stones, you need an Infinity Gauntlet. Thanos has the left handed one, the other is in Odin's vault on Asgard (as seen in Thor), I'm sure the latter will come in handy at some point.
Thor has been investigating the appearance of the Infinity Stones since he left Earth at the end of Avengers: Age of Ultron. Ragnarok is being called a cosmic road trip movie, Hulk and Loki are said to be along for the ride, the question is where are they headed and will they find the last Infinity Stone along the way?