Mary Marvel first appeared in Captain Marvel Adventures #18 (Dec 1942). The character is a member of the Marvel Family of heroes associated with the superhero Captain Marvel.
She is the alter ego of teenager Mary Batson (adopted name Mary Bromfield), twin sister of Billy Batson aka Captain Marvel. Like her brother, Mary has been granted her powers by the wizard Shazam, and only has to say the wizard's name out loud to be instantly transformed into the super-powered Mary Marvel.
Mary Marvel was one of the first female spin-offs of a major male superhero, and she predates Supergirl (also created by Otto Binder) by more than a decade.