The Iron Man. Tons of characters have been introduced to the movie-going audience since then. Like any comic book adaptation, the MCU has had to make certain changes to the characters in order to fit with their movies.
Some of these changes are often times pretty minor, such as Asgardians being aliens instead of gods, but sometimes these changes are pretty major. Whether it's a change to an origin or a power, the MCU has taken more than a few liberties with some of its characters.
Shang-Chi
Shang-Chi and the Legend of the Ten Rings as the son of the Mandarin, the leader of the terrorist group known as the Ten Rings. When his father invades the mystical land his mother is from, he threatens to unleash an evil beast. Shang-Chi and his father battle, only for Shang-Chi to gain the abilities of the Ten Rings and save the day.
In the comics, Shang-Chi is a very good martial artist. He's able to go toe to toe with the best in the Marvel Universe due to his skill. But he has no extra ability like Iron Fist or Captain America, he's just very good. The MCU took it upon themselves to change that and give him the powers of the Ten Rings, probably in an attempt to level the playing field if he ever had to go up against a super-powered evil.
Wanda Maximoff
Wanda Maximoff and her brother Pietro were introduced in where Elizabeth Olsen delivered one of the best MCU performances, explained that her abilities were already there, the Mind Stone just heightened them.
Before Avengers: Age of Ultron was released, Wanda and her brother were mutants and related to Magneto. This change was made since Marvel Studios didn't have the rights to use the mutants but did have the rights to Wanda and Pietro. Instead, in the MCU, they were just "enhanced people."
Ultron
The villain of Avengers: Age of Ultron was the titular Ultron. Tony and Bruce created Ultron after tinkering with the program inside the Mind Stone. When he came online, Ultron set out to build a body of his own in order to enact his plan to wipe out the human race, which he believed was the only way to truly achieve "peace in our time".
While Ultron is more or less a similar character to his comic book counterpart, his origin is drastically different. Originally Ultron was created by Hank Pym, not Tony Stark and his motivations come from his god complex and hatred towards his creator.
Drax The Destroyer
Drax was introduced in the first Guardians of the Galaxy as an alien in the Kyln who teams up with the others to escape so that he can kill Ronin. He eventually grows to like the other Guardians and helps them to defeat Ronin, thus saving the galaxy from him and the Power Stone.
Drax wasn't initially an alien in the comics. Drax started out as Arthur Douglas, a human whose family was killed by Thanos. Kronos revived him as Drax the Destroyer and he had enhanced strength, flight, and energy blasts. Even though these powers have been stripped from the character for some time, and more modern writers write him like Dave Batista's portrayal, Drax's origin remains that of Arthur Douglas.
Sam Wilson/Falcon
Sam Wilson was introduced in Captain America, who is bound to lead the New Avengers.
Sam Wilson is mostly the same in the MCU as he is in the comics. In both, he has mechanical wings that allow him to fly and he was a partner to Captain America, although, in the comics, Captain America trained him and mentored him. The biggest difference comes from Red Wing, which in the MCU is a drone that Sam can control, and in the comics is an actual Falcon that Sam can telepathically communicate with.
Ego The Living Planet
In Vol. 2, Peter Quill is found by his biological father, Ego, played by Kurt Russel. Ego reveals himself to be a planet-sized celestial who has been searching the galaxy for his son. Ego believes that life in the Galaxy is inferior and with the help of his son will remake it in his image.
Having just met other celestials in Eternals, it's possible that Ego could have been lying about being one at the time, but at this point, Ego is not a celestial in the comics. Ego also cannot create a human form body to travel the galaxy, although he did once create a planet-sized body for himself. Most importantly, he's not Peter's dad originally. It's unclear why James Gunn decided to make such drastic changes to Ego, but it does ultimately work well for the movie.
Yondu
Yondu became a surrogate father for Peter Quill after taking him off of Earth at the beginning of Guardians of the Galaxy. Yondu was the leader of a group of Ravagers, who were kind of like space pirates. He sacrificed himself to save Peter towards the end of Guardians of the Galaxy Vol. 2.
Originally, Yondu was part of the original Guardians of the Galaxy team. His MCU counterpart could control an arrow by whistling but the comic version carried a bow and arrow. The original team of Guardians was the Avengers of the far future. Most of these characters were reimagined by Gunn to be leaders of different Ravager teams. While the MCU version of Yondu became a fan favorite, he bore little resemblance to his comic book counterpart.
Adrian Toomes/Vulture
The first solo Spider-Man film set in the MCU, Spider-Man: Homecoming introduced The Vulture as a disgruntled contractor for the city of New York. When his big break was taken away from him by Tony Stark and Damage Control, he sets up a black market operation where he steals tech under the radar to make weapons. Spider-Man gets wind of it and tries to take him down.
Probably the biggest change to the character was being the leader of a black market weapons dealer and being Liz Allen's father. The change from a crazy old man in a vulture suit to a dangerous black market dealer with a powerful flight suit created one of the best villains in the MCU, even though Reddit might think it's Mysterio.
Marc Spector/Moon Knight
Marvel's newest TV series, Moon Knight introduces audiences to Steven Grant, a gift shop worker at a museum in London. Steven Grant has DID and the other personality, Marc Spector has made a deal with the Egyptian moon God Khonshu to be his Avatar. Marc and Steven are able to summon a suit and by doing so summon the powers of the Moon Knight to fight evil.
The series is early on in its run but it's already changed planet from the comics. Steven Grant is no longer a playboy billionaire and both he and Marc can summon a Moon Knight costume which appears to grant them enhanced strength. In the comics, both the Moon Knight and Mr. Knight suits are just something they have to put on. Much like Shang-Chi, this change gives Moon Knight a powerup should he ever need to go up against an Avengers level threat.
Kamala Khan/Ms. Marvel
Ms. Marvel is the next series to come from Marvel Studios on Disney+. It will follow Kamala Khan as she discovers a bracelet that gives her magical crystal-like energy powers. It's unclear from the trailers how much her character remains from the comics, but this is one of the biggest changes the MCU has made to the abilities of a character.
In the comics, she's able to stretch her limbs, grow or shrink in size and change her face almost completely. From what has been said, it sounds like the change has been made to differentiate her from Mr. Fantastic and given her an equal power when she teams up with the others in The Marvels.
