Warning: SPOILERS for WandaVision Episode 8 - "Previously On"
Here's how everyone in the Iron Man kicked it all off in 2008. After 23 films, many more superheroes have ed the original six Avengers who assembled in 2012. But a common feature of the MCU is a general de-emphasis or outright lack of using superhero codenames.
The overall disuse of the superheroes' codenames or "funny nicknames", as they're called in WandaVision, is actually one of the keys to the MCU's success. Millions of fans around the world love the MCU because of the focus on the characters as people and not as superhero icons. The fact that the Avengers refer to each other by their real names and spend most of the time out of costume may rankle comic book purists, but it makes Iron Man (Robert Downey Jr.), Captain America (Chris Evans), and even alien gods like Thor (Chris Hemsworth) feel like authentic people who aren't defined by their colorful costumed identities. The Avengers also mostly eschew having secret identities so that even the ordinary man on the street knows Tony Stark is Iron Man - and likes him much better for it.
As the MCU proliferated with superheroes, how they each got their codename or nickname is as varied as the heroes themselves. Many heroes were given their identities by outside entities and simply liked and adopted the names. Others grudgingly accepted that they would be publicly known by a funny nickname. For some, the codename is a professional moniker or designation that comes from an employer organization like SHIELD and S.W.O.R.D., or an affiliation such as the Masters of the Mystic Arts. Meanwhile, other prominent heroes, including of the Avengers, surprisingly have yet to adopt a codename in the MCU, even if fans know them by that identity from Marvel Comics.
Even from the start, the MCU made clear that it is its own entity that only takes inspiration from the Marvel Comics source material and ventures off in its own direction, according to the creative needs of the movie (and now TV) universe. The MCU is only going to get bigger as The Falcon and the Winter Soldier, and several other Disney+ TV series enriches the universe. But in of the MCU movies thus far, the various ways each hero got their nickname are as diverse as the Avengers and Guardians of the Galaxy are themselves.
Iron Man
Tony Stark goes by many names - "genius, billionaire, playboy, philanthropist" - but the one he was proudest of was Iron Man. Stark didn't pick the name for himself, however; Tony adopted "Iron Man" after The Chronicle newspaper published a front-page article with the headline "Who Is The Iron Man?" after Stark killed Obediah Stane (Jeff Bridges). Tony was so captivated by the name Iron Man and the "spectacular" idea of himself as a superhero that he abandoned SHIELD's cover story that Iron Man was a bodyguard and publicly declared "I am Iron Man!" to the press. The rest is MCU history.
Hulk
Originally played by Edward Norton in 2008's The Incredible Hulk, Bruce Banner's angry green alter ego seems to have named himself in the MCU. In the climactic battle against the Abomination (Tim Roth) in Harlem, Hulk declared "Hulk smash!" When Mark Ruffalo took over the role in 2012's The Avengers, he avoided saying "Hulk" and used euphemisms like "The Other Guy", but SHIELD and Tony Stark referred to Banner's mean, green monster as the Hulk. So, at some point in between the two films, "Hulk" became Banner's gamma-powered alter ego's name.
War Machine
James Rhodes (Don Cheadle), who already had the nickname "Rhodey", became War Machine after he stole a silver suit of armor from Tony Stark in Iron Man 3, Rhodey's War Machine suit was painted like the American flag and he was called Iron Patriot, but he went back to War Machine by the end of Avengers: Age of Ultron.
Captain America
In Captain America. As Cap - which is just an abbreviation of his hero name - Steve later starred in a series of propaganda films. But it wasn't until he ed World War II and battled Hydra all over Europe that Steve Rogers made the name Captain America into a legend.
Thor
Thor Odinson is the real name of Thor, who was born in Asgard 1,500 years ago and was destined to replace his father, Odin Borson (Anthony Hopkins) as King. As for Thor's nickname, the God of Thunder, that was bestowed on him due to his power to summon mystic lightning, just as other Asgardian royals also have nicknames: Thor's older sister Hela (Cate Blanchett) was the Goddess of Death, his adopted brother Loki (Tom Hiddleston) is the God of Mischief, and Odin was the Allfather.
Black Widow
Natasha Romanoff (Scarlett Johansson) was an assassin trained by Russia's Red Room who defected and ed SHIELD. Agent Romanoff's SHIELD designation is Black Widow and she was called "Black Widow" in Russian when she was held prisoner by Russian gangsters at the start of Captain America: The Winter Soldier, but the Avengers affectionately referred to Romanoff as, simply, Nat.
Hawkeye
Hawkeye series premieres, a new Hawkeye, Kate Bishop (Hailee Steinfeld), will be trained by Barton to him as the world's greatest archers.
Falcon
Sam Wilson (Anthony Mackie) is named The Falcon for his winged military harness, the EXO-7 Falcon, and both were introduced in 2014's Captain America: The Winter Soldier. Sam does not like it when his Falcon suit is referred to as a "bird costume". Wilson was a retired soldier who got into the superhero game and became an Avenger because he befriended Steve Rogers, who he liked to call Captain America out of iration.
The Winter Soldier
Bucky Barnes (Sebastian Stan) was a U.S. Army Sergeant and the childhood friend of Steve Rogers who was captured by Russians during World War II. Believed dead, Bucky was subjected to brainwashing, physical enhancements including a metal arm, and was designated as the Winter Soldier when he was turned into a Hydra assassin. The Winter Soldier spent decades performing black ops kills, including Howard (John Slattery) and Maria Stark (Hope Davis), before Steve Rogers broke him of his brainwashing and restored his memories and personality.
Guardians of the Galaxy
As alien beings, most of the Guardians of the Galaxy have no need for codenames or nicknames but the exception is their leader, Peter Quill (Chris Pratt), who gave himself the lofty moniker Star-Lord. Meanwhile, Drax (Dave Bautista) became known as The Destroyer due to his ruthless reputation. However, when the Guardians met Thor in 2018's Avengers: Infinity War, the Asgardian gave Rocket (Bradley Cooper) and Groot (Vin Diesel) the nicknames "Rabbit" and "Tree". Thor himself was referred to as a "handsome Pirate Angel".
