Captain Marvel is a phase 1 movie in a phase 3 world. The easiest parallel to draw is with Captain America :The First Avenger. There's a lot of ground work going on to establish what this character is about so when she flies into action in Endgame we are all caught up on who she is. It's a good movie really, but in a World where heroes are first introduced in other movies before getting their own solo outing (Wonder Woman, Spiderman, Black Panther, Aquaman) a cold introduction is odd but not entirely unenjoyable.
The good thing is like Captain America, there is an amazing sequel in there somewhere to look forward to, if they get the right script and director behind it...