Peter Debruge of Variety writes that the blockbuster balances self-deprecating comedy with mental health concerns and relies on deep knowledge of obscure characters (better get to watching those Marvel movies in order) to make sense of the MCU going forward. Debruge agrees with the others that it’s Florence Pugh’s film, writing:

Thunderbolts' Florence Pugh discusses her new role in the MCU, how Yelena has evolved since Black Widow, and her hopes for the future.

Florence Pugh made her MCU debut with Black Widow (2021), featuring alongside Scarlett Johansson. She was introduced as the heir apparent to Scarlett’s outgoing Natasha Romanoff/Black Widow. Johansson’s long-overdue solo movie was then meant to shed light on Natasha and Yelena’s origin story and also pass the torch to Pugh’s adoptive sister character.