Pretty much every important character in the Marvel Cinematic Universe is at least somewhat brave given the dangerous situations they're typically faced with. That's obviously true of the main heroes from powerful Gods like Thor to those with special abilities like Captain American to everyday humans like Kate Bishop.
However, none of these heroes can do what they do without the help of their loved ones. The best supporting characters in the MCU are often among the bravest, stepping up in cases that demand far too much of them. Of note, this list doesn't include the romantic interests of the heroes themselves.
Korg
If this were a discussion about the most popular supporting characters, then Korg would likely rank a lot higher. In terms of bravery though, the beloved character is still pretty impressive. In fact, some of Korg's journey in Thor: Ragnarok involves him becoming braver.
When he first meets Thor, Korg is someone who easily had his revolution attempts thwarted and was content to just do his warm-up fights. However, as things progressed and he grew closer to Thor, he joined in on the fight against Hela and her minions in Asgard, becoming a true friend to Thor going forward.
Maria Rambeau
One of the many scene-stealers in their MCU debut was Maria Rambeau. She appeared in Captain Marvel as the best friend of Carol Danvers from before she got her special powers. Although Maria only showed up in one film to date, she showcased a ton of bravery.
Maria's life was turned upside down when Carol returned with new abilities, yet Maria accepted this and even agreed to go into space with her on a mission. She was in way over her head but never backed down. WandaVision also explained that after the events of Captain Marvel, Maria continued to fight for good and founded S.W.O.R.D.
Talos
Another character who debuted in Captain Marvel, Talos is someone who the audience is led to believe is the villain for the first half of the film. After all, the comics have always shown the Skrulls to be the antagonists.
The truth about Talos was that he was actually just trying to save his people and reunite with his family. That meant that most of what he did was incredibly courageous and really showcased just how often he was putting his life on the line throughout the story.
Aunt May
For the first two solo Spider-Man films in the MCU, Aunt May doesn't really get the chance to show if she's brave in the face of danger or not. She is just a parental figure for Peter who stays out of the action but that changed in a big way in Spider-Man: No Way Home.
Aunt May encourages Peter to do the right thing even if it's not the easy road. On top of that, once the truth about Green Goblin was revealed, May sprung into action by getting the serum to cure him and trying to use it on him, despite being severely outmatched. Unfortunately, it sadly led to her demise.
Yondu
To be fair, Yondu has a bit of an advantage in battle when compared to many of his fellow supporting characters. His special arrow allows him to do incredible things and take out hordes of enemies by simply whistling. That makes any fight that he gets into seem like one he can potentially win.
That being said, it still took a lot of bravery to defy Ego given his status as a Celestial. Yondu went against his orders and raised Peter Quill as his own in order to protect him from Ego despite knowing the wrath that could come down on him.
M'Baku
Every single scene involving M'Baku in Black Panther is one that sees him being brave. He is the one to challenge T'Challa when nobody else did and he ultimately accepts defeat so that he can be there for his tribe. He also brings them to help in the fight against Killmonger.
M'Baku's bravery continued to be on display when he returned in Avengers: Infinity War. He fought alongside The Avengers when Thanos's army arrived in Wakanda and stood tall in the face of an alien invasion. Most people would've run but M'Baku fought and he likely took on a big role in Wakanda during T'Challa's absence in The Blip.
Monica Rambeau
Although Monica Rambeau is yet another person who made her on-screen debut in Captain Marvel, she was just a child at the time. WandaVision allowed her to play a bigger role as an adult as she followed in her mother's footsteps and started working for S.W.O.R.D.
When she was brought in to investigate the happenings at Westview, Monica continued to be brave. She was the one who entered The Hex before anyone really knew what it was, she fought against Wanda's compulsion, and after getting powers of her own, she was brave enough to challenge Wanda.
Okoye
The women of Wakanda are among the toughest to ever appear in the MCU. There's just something about Okoye that really stands out though and it could be argued that she stole the show in Black Panther.
From the way she fought alongside T'Challa to the way that she stood on the top of the car in South Korea to how she was prepared to take down her own lover if it meant protecting her home, Okoye is always ready to fight. She also was right in the thick of things during the fighting in Infinity War and continued to work with Natasha and everyone else in Endgame.
Valkyrie
As a powerful warrior, Valkyrie is someone who doesn't have much to fear when she enters a fight. She's as tough as they come and easily bested Loki when he tried to take her down but there ultimately was one thing that she seemed to be frightened by.
That would be Hela, who killed her companions during a battle in the past. That is what makes Valkyrie so brave as, after spending so long on a distant planet drinking she finally faced her fears and helped in the fight against Hela. She then kept fighting in Endgame and is now bravely leading New Asgard as King.
Katy
Valkyrie and Okoye were trained warriors and others had powers but Katy was literally just an everyday woman in Shang-Chi and the Legend of the Ten Rings. She was blown away when she found out who her best friend really was, yet she went along for the ride anyway.
Katy was right by Shang-Chi's side at every step, no matter what odds they faced. Her lack of skills and experience in these situations made her incredibly courageous. In the end, she also proved to be a quick learner who helped in the big fight at the end as well.