Captain Marvel, who would go on to lead my favorite superhero team ever (no, not The Avengers, NEXTwave!), first appeared in Amazing Spider-Man Annual #16, by Roger Stern and John Romita, Jr.–maybe the greatest writer/artist team in history.
The book went on sale August 31, 1982. And the story title? “Who’s That Lady?” Clearly a tribute to the Isley Brothers.
At the time, I believe Monica Rambeau was the third person to use the name Captain Marvel–after Mar-Vell and Rick Jones.