the Avengers was just drinking coffee early in the morning until they get teleported to an unknown place (your world/dimension). They look around

Tony: where the hell are we?

Black widow: weren't we just back at the Avengers tower a few seconds ago?

Thor: this place doesn't look like New York...

Hawkeye: What the hell just happened?

Cap: let's remain calm, maybe we can find a way back to the tower somehow

they were all confused on where they are