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Well, the point that confuses most people the most is the case with the time travel in the film. Many people are confused and not without reason. Because Hollywood showed us how time travel has to work. But these are just different interpretations of the different time travel theories that exist in our present time. Many of them are very simple and others very paradoxical. But in Endgame it is explicitly said that you should forget all the time travel theories as you know them from all the Hollywood movies.

This means, what happened in the past has happened and you can't change it. In Back to the Future we are shown that if Marty McFly does something wrong in the past, for example his parents never become a couple, he will never be born and thus disappear him in air because this will mean that he will never have existed. In Endgame it is not like this way. Time travel has no butterfly effect in the Marvel Comic/Cinematic Universe, like the movies Back to the Future and Butterfly Effect suggest to us. The travel through time into the past does not change the present and the future because everything what happened is already written and it is unchangeable.

Therefore the idea of Rhodey aka War Machine is directly waved off by Professor Hulk to kill Thanos as a baby. Or for example we see Tony Stark talking to his father Howard in the past or Captain America fighting against himself in the past or Thor just taking the hammer from the past into the future and it hasn't any effect at the future and nothing has changed. Assuming Cap had killed his former self in the past, this would have had no effect on the future and Cap from the future would not disappear into thin air. That is because actions in time travel have no effect on the main timeline.

Although the X-Men also belong to Marvel, unofficially, and time travel is also a topic there, it is also different there and has nothing to do with the time travel case from the MCU. Also this you must forget completely.

But let us now come to time traveling and how it really works in the MCU.

The heroes probably don't even know how time travel works, because they never traveled through time before. The only thing they have is their theory and therefore it is new territory for them. The only one who could say anything about time and traveling through time would have been Doctor Strange, because he is the guardian of the Time Stone, but he was also disappeared into the air by the snap of Thanos. This fact also means that the Avengers are not fully aware of the effects their time travel will have.

This becomes clear to Professor Hulk when he meets The Ancient One in New York in 2012. She explains to him here that Hulk is no longer in his own past, but in a past from a parallel timeline, another universe. She explains the time travel theme of Marvel best. As soon as the Avengers grab a Stone from the past, the universe splits and a new timeline emerges, a parallel universe. And this happened already at the moment when the Avengers traveled into the past to get the Infinity Stones.

She, as the guardian of time and the mentor of Doctor Strange, explains to Hulk that the Infinity Stones are only responsible for the fact that the stream of time exists and if one of the stones is gone, than this would plunge everything into chaos. This would, for example, cause the Cosmic Primeval Forces not anymore to remain hidden and there would be no more protection against them. And maybe more can happen what is not explained yet. We have already seen one of these primeval cosmic powers in the Doctor Strange film, in which he overmastered Dormammu.

_{This graphic, created by a fan, explains/shows time travel in the MCU best - source}

Part 2