Originally Posted by
Sans Simian
Welcome, Lynild!
There was a Civil War miniseries in 2007 that last year's movie is loosely based on. There is/was also a follow-up series, Civil War II, that just wrapped up. It touches on some of the themes from the first miniseries, but doesn't reflect what happened in the movie.
For Captain Marvel, check out Kelly Sue DeConnick's two Captain Marvel series, as those begin Carol Danver's story of being Captain Marvel, and will probably have the most impact on what the film will show. The following All-New Captain Marvel series should also be looked at, and Marvel just started a new series, The Mighty Captain Marvel, whose first issue came out last week.
For Black Panther, the current series being written by Ta-Nehisi Coates is one of the best books Marvel is putting out right now, and should probably be where you start. There is an older series written by Christopher Priest that is highly regarded, should you like what you read. There is a side series to the Coates book, World of Wakanda, that expands on the overall state of Black Panther's world. Marvel has also just announced another side series, Black Panther and the Crew, that will be out in a couple of months, that will pair Black Panther with Luke Cage and other black Marvel heroes.
For Thor, the modern books are written by Jason Aaron, and his story starts in the Thor: God of Thunder series, and continues into Thor, The Mighty Thor, and The Unworthy Thor, the latter two being the current Thor books. Comic Thor is in a different place than his movie counterpart, so if you want more classic Thor action, check out anything written by Walt Simonson.
Now, these recs are for the current comic versions of these superheroes, but Marvel does put out books that are set in the MCU, that are usually retellings of the movies themselves, or small side stories set around the movies. You can find these marked with Marvel Cinematic Universe tags.
And if you're interested in Thanos, he's got a series right now as well.