DC had the earliest character named Captain Marvel, but lost the trademark for the original and had to rebrand him as Shazam! even though he was first.

In the Marvel universe, Mar-Vell was Kree alien living in disguise protecting earth. He was created in 1968 but he died in an explosion in 1973 and his DNA fused with a USAF officer named Carol Danvers who became Captain Marvel. You’re about 45 years late to the realization that Captain Marvel is a woman. Either that or comic books aren’t that big of a deal to you.