winter soldier should count as Bucky as well or vice versa.
Frigga first appeared in the first Thor and so did Loki unless you're counting that as him being a villain, technically Odin should be one as well.
Spiderman was also technically first in iron man 2 as confirmed by Tom Holland. Scarlet Witch and Quicksilver (you should accept their actual names as well) first appeared in Winter Soldier.
Technically Mordo is a bad guy by the end, but that one doesn't really matter.
Also if I'm being really detailed, Pepper is also a heroe as she is Recue in Endgame.
Frigga first appeared in the first Thor and so did Loki unless you're counting that as him being a villain, technically Odin should be one as well.
Spiderman was also technically first in iron man 2 as confirmed by Tom Holland. Scarlet Witch and Quicksilver (you should accept their actual names as well) first appeared in Winter Soldier.
Technically Mordo is a bad guy by the end, but that one doesn't really matter.
Also if I'm being really detailed, Pepper is also a heroe as she is Recue in Endgame.