The Golden Age is sort of a prequel as far as i am concerned. The comics were very simple, and the concept of a shared universe wasn't there yet. Which isn't to say there aren't a few interesting cross-overs. This time period was apparently very appealing to subsequent writers, so nearly half of the comics in my collection are continuity implants, from Stan Lee's Sgt. Fury in the 60s to Roy Thomas' Invaders in the 70s and Mark Waid's Captain America: Sentinel of Libery and Roger Stern's Marvel Universe in the 90s. Which is good, because the actual comics from the Golden Age start off cute, but they get pretty hard to slog through after a while.

First appearances: Captain America, Bucky, the Red Skull, Sub-Mariner, the android Human Torch, Golden Age Angel, Lady Dorma, Professor Horton, Princess Fen

Marvel Comics #1 1st Android Human Torch, Sub-Mariner, Golden Age Angel, Golden Age Ka-Zar 
Marvel Mystery Comics #8-10 First Marvel crossover: the GA Human Torch and the Sub-Mariner fight! 
Marvel Mystery Comics #17
Captain America Comics #7
Marvel Mystery Comics #25
Captain America Comics #22
Marvel Mystery Comics #42
All-Winners Comics #12  
Captain America Comics #3
Strange Tales #73
Journey Into Mystery #82
Tales of Suspense #22  
Human Torch #5A  
Marvel Mystery Comics #23
Marvel Mystery Comics #26
Captain America Comics #2
Captain America Comics #9
Comedy Comics #9  
Tales of Suspense #63 (Captain America)  
Tales of Suspense #69-71 (Captain America)  
Marvels #1  
Sgt. Fury and His Howling Commandos #1 1st Nick Fury 
Giant-Size Invaders #1
Invaders #1-5
Marvel Premiere #29
Invaders #6
Marvel Premiere #30
Invaders #7-9 Formation of the Invaders. 
Invaders #11  
Sgt. Fury and His Howling Commandos #8 1st Baron Zemo I 
Sgt. Fury and His Howling Commandos #9  
Sgt. Fury and His Howling Commandos #11 Nick Fury meets Captain America 
Captain America: Sentinel of Liberty #2-4  
Sgt. Fury and His Howling Commandos #14  
Sgt. Fury and His Howling Commandos #20  
Capt. Savage and his Leatherneck Raiders #2-4 Formation of Hydra 
Sgt. Fury and His Howling Commandos #32  
Invaders #40-41  
Marvel Universe #1-3  
Captain America/Nick Fury: The Otherworld War  
Captain America: Sentinel of Liberty #12 'Death' of Captain America & Bucky 
All-Winners Comics #19  
Marvel Mystery Comics #82
Venus #1 1st Namorita, 1st Venus 
Human Torch Comics #30  
Marvel Boy #1 / Astonishing #5 1st Marvel Boy 
Tales to Astonish #14
Venus #17  
Sub-Mariner Comics #36  
Human Torch Comics #38  
Venus #18
Young Men Comics #24
Young Men Comics #26
Yellow Claw #3  
Sub-Mariner Comics #41