Mary-Jane Watson's character can only be unlocked by finding it in the overworld. Like many unlockable characters, you have to do a basic puzzle of some sorts to actually reach the token. In MJ's case, it's using super-senses to locate a chest, then using a rope-pull character to open it. And which character has both of those powers? Her long-time admirer and part-time husband, Spider-Man
Why is the Fantastic Four's Human Torch in the level "Red Head Detention" and teamed up with Captain America? The original golden age Human Torch, Jim Hammond, fought alongside Cap against the Red Skull, the boss of that particular level!
Stan Lee has a cameo as a prisoner in the Raft. You'd think that the creator of various superheroes like Spider-Man being in a high-security supervillain prison was just Rule of Funny... until you remember that he also created a Rogues Gallery for all of those heroes. He's in jail for creating all those supervillains!
Now at first you would think the Red Skull being a part of all this is No Swastikas / Disneyfication in action. But remember, neither Doom or Magneto or anyone else ever interact with or even acknowledge Red Skull's involvement. Except for Loki, who probably doesn't care enough to look into Earth's history and thus doesn't know too much about Skull's past.
This is possibly the first version of Galactus's coming to Earth that actually explains why he came down in New York, of all places.
Confused by Deadpool's comment "Kingpin is offering low-price dental checkups! I HAVE NO TEETH!"? He knows he is a LEGO minifigure, and minifigures (technically, if you don't count printed expressions) don't have teeth.
Another way of looking at it is that since Deadpool constantly wears a mask covering his entire head, his minifigure doesn't have a mouth. Can't have teeth if you don't have a mouth.
Some people have noted that certain characters, like Black Widow, have the Intelligence ability, while other smart characters like Spider-Man don't. However, the way it's used in the game is specifically as a hacking ability — which explains why spy characters have it while others like Spidey don't. (Still doesn't explain why Doc Ock has the ability and Superior Spider-Man doesn't, though).
Deadpool provides hints, cheats and color commentary. Of all the characters, he would know he's in a game.
Control panels can only be hacked by intelligent characters. Loki cannot hack these panels. Perhaps it's a hint that he's not as smart as he thinks he is.
Or that, as smart as he is, Asgardians don't use human computers very often. It'd be the same as showing a rocket engine blueprint to a neurosurgeon. Incredibly intelligent doesn't mean universrally intelligent
The fight with The Vulture has you tricking him into hurting himself by flying through promotional materials for Marvel heroes. When you remember Vulture's an old man, it feels more like you're taking advantage of his senility.