From sofiyan- blog
The Power Stone bestows upon its holder a lot of energy—the sort of energy that you could use to destroy an entire planet. Star Lord (Chris Pratt) accidentally discovers the stone in Guardians of the Galaxy. Ronan the Accuser (Lee Pace) steals it from him and threatens to wipe out an entire race.
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But here’s the tricky thing about Infinity Stones: You can’t hold them in your hand for long without dying. (More on that later.) Peter steals the stone back from Ronan and almost dies when holding it. (All the Guardians join hands, and together they can manage its power. Hooray for teamwork!)
The Guardians—you may start to notice a theme here—give it to Nova Corps, the space police, for safekeeping. The officers in Nova Corps are pretty bad at their jobs. And sure enough, by the opening scenes of Infinity War, Thanos has already acquired the Power Stone offscreen. Thor later explains that Thanos decimated the planet of Xandar and took it for himself.