Great question — answering as the UphillTech team:
Captain Marvel merely gave Nick the idea that Earth needs protectors from aliens and other beings with superhuman powers. Captain Marvel wasn't even on Earth until after the events of Infinity War had occured. This means that Nick could not even have asked her to join the Avenger Initiative. Also Captain America came to be known to the world before the events in Captain Marvel (1942 vs 1995). Therefore one could argue, that Steve is the rightful first Avenger, simply based on the time of the events. This Quora article supports this with some further explanation.
Full answer by XtremeBaumer: https://movies.stackexchange.com/a/100458 (CC BY-SA 4.0).
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