I haven't had dreams about anything called 'the Avengers,' but I did have a dream where I introduced myself as Captain America. It was in the forties, and I was liberating a POW camp. Talking to other people about what they've been dreaming, I've been able to piece together that I was asleep for about seventy years. Then there's another dream, where I wake up and they have to break the news to me.
You're not crazy, and you're not the only one having these dreams. Please don't worry.