Given Thor's dialogue at the end of Age of Ultron, obviously the Avengers don't know about Thanos per se. However, he knows someone is out there. For example, Thor would know that the Chitauri weren't an Asgardian force, that Loki got them from someone. We know it to be Thanos, and from the comics, we know a great deal about him. However, the full depth of this is hidden from the Avengers.
How much do the Avengers know about the person behind the attack on New York (i.e. Thanos), and the gathering of the Infinity Stones?