Moon Knight establishes a potentially cosmic battle in its first episode with allusions to the Egyptian gods, Khonshu and Ammit. Both of them rank among the most powerful Heliopolis gods in Marvel Comics, and there are many more. The Heliopolis gods are similar to the Asgardians in the Marvel Universe in that they originated with real Earth mythology but occupy a different realm in the comics.
The Heliopolitan deities exist in a different plane from Earth-616 but remain influential. That is most obvious in Khonshu conferring his mystical powers upon Marc Spector/Steven Grant and making him Moon Knight. Other gods are likely to appear in some form, and the show could build out the entire Heliopolitan dimension as the battle between good and evil plays out.
Sobek
Sobek is an Egyptian god worshipped by the Crocodile Cult in Wakanda. He appears like a human with a crocodile head and is also immortal. He possesses superhuman strength and stamina that is equal to other superhumans and gods of the pantheon.
Though the MCU Moon Knight series focuses on Ammit, there is a possibility Sobek is involved as well given the crocodile iconography in the series. He made his first appearance in Black Panther #3 in 2009, part of one of the best Black Panther comic book arcs.
Thot
Thot, or Thoth as he is sometimes known, is immortal like most of the Heliopolitan deities, making him virtually immune to any practical forms of attack. He is also incredibly strong, able to lift objects of enormous weight, and would be equal in strength to some of the strongest X-Men like Colossus.
He is also considered the wisest of the Egyptian gods and is revered as such by the Wakandan people, who place him among the Orisha pantheon of gods. Thot has made a number of appearances with the pantheon, which made its debut in The Avengers #117.
Bast
Bast, or Bastet, is a popular Egyptian deity found in numerous comic book stories. In the Marvel Universe, she is a key figure in The Orisha. Bast has extraordinary power, including immortality, superhuman strength, and heightened senses.
Bast also appears to be more powerful than some of the most powerful magical beings in Marvel Comics like Mephisto. She overwhelmed him when he attempted to co-opt T'Challa's soul, and transported Mephisto to her plane of existence against his will.
Nut
Nut is a key figure among the Heliopolitan deities. She is Osiris' mother and the Egyptian goddess of the heavens. Her powers in many respects are beyond consideration; she swallows the sun, creating night in Egyptian mythology, and then gives birth to it again.
Nut hasn't played a major role in Marvel Comics lore but she is present in a key storyline establishing the Heliopolitan pantheon in Thor #239-241. In that story, Seth used her own life force to make the stars of the universe burn faster than they should, threatening existence.
Khonshu
Khonshu is the Egyptian god of the moon and as fans of the MCU know, extremely powerful. He is immortal and is able to confer immortality onto others by making them the Fist of Khonshu. Comic book fans know Moon Knight gained his powers this way.
Khonshu is distinguished from other gods in his temperament. He is seen as selfish and inconsiderate in the comics and in the MCU, this is taken to the extreme. He cares only for the execution of his brand of justice, regardless of the personal cost to his avatars.
Ma'at
Ma'at is the Egyptian goddess of order and a powerful member of the pantheon. Ma'at is just one of the aliases of a powerful being also known as Oshtur who has a powerful command over magic and mysticism, in particular the elements of water and air.
Ma'at draws strength and power from her followers and cultivates them in the world. She is served by Ammut, a crocodile-like creature of enormous power not to be confused with Ammit, the goddess behind Arthur Harrow in the MCU.
Seth
Seth is one of the most powerful and dangerous beings in the Heliopolitan pantheon. The son of Nut and brother of Osiris commands armies of the undead, as he did in Thor #241 in a major battle against the God of Thunder and Seth's own family.
Seth is immortal and distinguished from his kin by his cruelty and calculating ambition. While few of the Heliopolitan pantheon display anything other than a god-like consideration of the self, Seth takes it to frightening levels that make him very dangerous.
Isis
Isis is the mother of Horus and the goddess of fertility. She possesses unimaginable power, including the ability to bring the dead back to life. She has power over all of the elements making her one of the most powerful gods in the Marvel Universe.
She also has superhuman abilities, and in addition to her immortality, has superhuman strength, speed, and agility. She displayed this in fighting against the army of skeletons Seth unleashed upon her in the classic Thor storyline she first appeared in.
Horus
Horus is the son of Isis and Osiris and proved his strength as Thor's equal in the epic battle with the dead in Thor #241. Horus is virtually invulnerable and possesses superhuman speed, stamina, and reflexes.
What sets him apart from his brother Seth and others is his ability to fly, both in the atmosphere and in space. Horus can also manipulate energy on a molecular level, allowing him to generate energy blasts and also fire laser beams from his eyes.
Osiris
Osiris is the leader of the Heliopolitan pantheon and the most powerful of the gods. Beyond his natural immortality and superhuman attributes, Osiris is the god of the earth and capable of altering matter and energy on a cosmic scale.
He is able to manipulate energy to teleport himself between dimensions and realities, like the dimension the Heliopolitan pantheon departed to after leaving Earth. He is also able to teleport a giant pyramid-like vessel he sometimes travels in with other Heliopolita gods.