Was it my imagination, or did the guy after Michael Gray's appearance call him Captain Marvel?
And I agree about the name. I honestly wish they could have alluded to it in the first movie--
SHAZAM: "Through my name you shall become the mightiest of mortals! You shall become a marvel among men, and the captain of a mighty army in the war against evil! Do you accept my offer, Billy Batson?"
BILLY: "Okay."
SHAZAM: "Then speak my name!"
BILLY: "SHAZAM!"