Building up to an important character can be something of a double-edged sword. On the one hand, it operates like any mystery should, keeping audiences hooked and ensuring high viewership for the big reveal. On the other hand, if a character doesn't live up to the hype, it can sink the whole project.
The risk was huge when it came to Thanos. The first three phases of the MCU deal with Infinity Stones, which fans of the comics knew meant the Mad Titan and his universe-ending Infinity Gauntlet would be making an appearance sooner or later. Many movies, like "The Avengers" and "Guardians of the Galaxy" have Big Bads who work for an off-screen Thanos or strike a deal with him. He provides Loki with the alien army seen at the Battle of New York, commands Ronan the Accuser, and generally casts a large shadow over the galaxy, despite the audience only getting minimal glimpses and whispered hints about who he is.
Luckily, when he finally arrives in 2018's "Avengers: Infinity War," he is everything we hoped he'd be. Huge, terrifying, cold, calculating, and surprisingly empathetic, Josh Brolin brings deep, chilling gravitas to the character who is a believable match for our heroes. Defeating him in "Endgame" brings everyone close to their breaking point, but it also brings out the best within them. What more can you want from a villain?