Combine shrimp, 1 tablespoon olive oil, garlic, chili powder, salt, and cayenne pepper in a bowl; toss until well coated. Cover and refrigerate for 30 minutes.
Heat remaining 2 tablespoons olive oil in a skillet over medium-high heat. Place shrimp mixture in the skillet and cook until pink and cooked through, about 5 minutes. Sprinkle with lime juice.
Heat tortillas on an ungreased skillet over medium-high heat for 10 to 15 seconds each. Turn and heat for another 5 to 10 seconds. Fill the heated tortillas with cooked shrimp. Top with tomatillo salsa, avocado, and sour cream. Sprinkle with chopped cilantro.