It also has to balance with the fact that we're not living in a world where a guy saying "I'm (insert hero here)" is rare enough to cause people to clap. We get a dozen of these introductions a year, so by the time we hear "Hi! I'm Thor's younger brother Randy," most of the time, we just wish they'd move along to the actual story.
The Movie That Failed At This: Fantastic Four
On one hand, you get to know the four heroes before they get their powers. On the other hand, you're so fucking tired of them when get their powers that you start to wish that radiation poisoning was more of a thing in comic books.
The Movie That Did It Best: Batman
By the time Batman whispers "I'm Batman" and hops off the roof, you're not really sure what his powers are. Gunshots took him down pretty easily, but he also kicked a dude through a door and has boomerangs that are shaped like mini versions of himself. While we'd later learn that his powers include scowling and hitting ninjas in the dick, the opening to Batman leaves us hanging. After years of Batman comics, we thought we had who Batman was nailed down pretty well. Now, it could be anyone's guess.