system
Given the following post, respond as if you're commenting on Reddit:
human
[Marvel] How does anyone lose an infinity gem after possesing it?

It seems some of the gems are so powerful  (eg. reality, space, or time) that once you possessed one you would easily be able to get ahold of the others. And once one holds all of them how could they ever possibly lose them? With all of that capability it seems silly that anyone could lose them. 

(disclamer, i haven't read the comics involving the infinity stones)
gpt
For most of the history of the universe, each gem was held by one of the Elders of the Universe. These guys were all ancient, immortal, godlike beings even before they had the infinity gems - and anyone who tried to take them all would thus be going up against a godlike being who *also has an infinity gem*. 

Of course, Thanos did eventually pull it off (in the fun limited series "Thanos Quest") and became the first being to assemble all the gems together. 

The reason he didn't hold onto them is the same reason Dr. Doom isn't still God after that time he stole all the Beyonder's powers - because when you're omnipotent, your own subconscious urges and insecurities can be your worst enemy. In both cases, they basically arranged the circumstances of their own defeat because part of them wanted it to happen, and their own omnipotence made those wishes a reality. 

Then Adam Warlock briefly had the Gauntlet, but the Living Tribunal - a being who adjudicates the laws of the multiverse - ruled that he was not mentally competent to be the Supreme Being in his universe, and stripped him of its power. He then also ruled that the infinity gems could no longer be wielded by the same person, to prevent any further incidents of this type. 

(That said, there are various parallel universes where that's not the case, and we occasionally see holders of the Infinity Gauntlet from those realities. There are several Reed Richards' who rule their universe as benevolent deities, for instance.)