While Carol’s conversation with Valkyrie in “The Marvels” is a sweet and tender moment, it also comes completely out of left field (at least, for most viewers — more on that later). Dig through their respective MCU appearances, and you’ll find just one scene where the two characters share the screen. That moment itself is absurdly brief and takes place in the middle of a battle — specifically, the climactic fight against Thanos (Josh Brolin) at the end of “Avengers: Endgame.”
When all of the female superheroes unite for their cool attack run, you can briefly see Valkyrie and Captain Marvel standing in the same shot. But that’s the only interaction (if you can even call it that) that they’ve ever shared onscreen before. So then, how did these two get so close? That’s up for speculation. Maybe they met even before the events of “Endgame” at some intergalactic “Women in Superhero Work” conference. Maybe Carol helped settle the Asgardians on Earth after “Infinity War.” Or maybe Valkyrie just saw Captain Marvel blast through the Sanctuary II and thought, “Dang, I gotta get her number.”
Whatever the impetus, it’s obvious that the two have become quite close. Carol makes it clear in “The Marvels” that she has very few friends and rarely sticks around in one place for too long. And yet, she instantly thinks of Valkyrie after rescuing the Skrulls. Heck, she practically falls into her arms when Valkyrie pops in on the Bifrost. In a universe full of people Carol has distanced herself from, there’s at least one person she decided to trust.