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While Clark Gregg's agent Phil Coulson doesn't have superpowers, the character is as loved by fans as any of the Avengers. Between his appearance in several Marvel Cinematic Universe films, and the ongoing Agents of SHIELD TV series, he's become a significant part of the story. However, if it was always the plan for Coulson to become a recurring part of the MCU, somebody forgot to tell Clark Gregg, as he didn't know his role was growing until the middle of filming Iron Man 2. According to Gregg...
During one of those [Iron Man 2] scenes they said, ‘Oh Tony, you’ve got to tell him he’s going to New Mexico.’ Finally, after I did a couple of takes, because I was obedient and happy to be there, I was like, ‘One question: What’s in New Mexico?’ And they said, ‘Oh, Thor! You’re going to be the one to find his hammer. Are you free?’ And I was like, ‘Oh shit, I’m going to get free!’
Clark Gregg made his debut as Agent Phil Coulson in the original Iron Man, back when the only hint that there was ever going to be anything like the MCU came in a post-credits sequence back when people didn't know they needed to stay through the credits. He was Tony Stark's liaison with SHIELD.
He returned for Iron Man 2 and likely just assumed that he'd just be a small part of whatever shenanigans Tony Stark got up to. The Incredible Hulk was the only other Marvel movie at that point and while Robert Downey Jr. did appear in a post credits sequence of his own, connecting the stories, it still wasn't clear just how well the MCU idea would work. Hulk wasn't a hit like Iron Man had been.
It's clear from the way Clark Gregg talks to Polygon that he's as much a fan of the Marvel movies as he is happy to be a part of them. Of course he would get excited about the chance to be in Thor as well as the Iron Man movies. I like how it was just sort of planned to have Clark Gregg appear in the movie and he was asked if he was free after telling him he was going. Based on his response, it was probably assumed he would make himself available if he made it clear how happy he was to be making the movies.
His fate in The Avengers was probably somewhat disappointing to him, though Gregg says he was humbled by the outpouring of support from fans who wanted to find a way to bring him back. One theory was that dead Coulson could have been a Skrull. Now, Gregg is back on the big screen in the MCU in the 90s prequel Captain Marvel which opens on Friday, and so are the Skrulls. Is Coulson actually a Skrull? No spoilers.