FULL SPOILERS ahead for Shazam!
In what seemed like the kind of plot development that might be saved for a sequel, Shazam! totally went there and introduces the entire Shazam Family in its third act — the Shazamily! But who exactly are the Shazam Family — formerly known as the Captain Marvel Family — and what’s their history? Let’s break it down…
The Shazam Family are part of a long trend of superhero “families” like the Batman Family and the Superman Family, except these guys were basically the originals: an entire squadron of superhero sidekicks sporting very similar powers and costumes to the main hero.
The most recognizable members of the group, beyond the Big Red Cheese himself, are Captain Marvel, Jr. and Mary Marvel. Their names, of course, date back to an era when Shazam! was still known as Captain Marvel, and indeed, wasn’t even a DC Comics character yet. (Get the full story on Shazam’s complicated history here.) First appearing in Fawcett Comics’ Whiz Comics #25 (December 1941) and Captain Marvel Adventures #18 (December 1942), respectively, Captain Marvel Jr. and Mary Marvel are the powered-up versions of Freddy Freeman and Mary Batson.
Source: IGN.com Shazam! Movie: Explaining the History of [Spoilers]