The Avengers is the name for the grouping of all the main characters in the Marvel Cinematic Universe (M.C.U.). Venom for example isn't part of the Avengers and because of its adult nature, neither is Deadpool.
In the comics, the name was chosen on the spur of the moment by Wasp, a female hero who has yet to appear in any of the Avenger movies. She has appeared as a partner in the "Ant-Man and the Wasp" but has not appeared in a movie in a stand-along capacity. Wasp is scheduled to appear in the final film of the series, Endgame. The group already had their name long before she came on the scene. Quora
In the Captain Marvel film, at the end of the film, Nick Fury is planning on creating a group of heroes and is looking for a name. He sees Captain Marvel's photo of her getting into her plane. The characters call sign is "Avenger" so he chooses that for the name.
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