We cannot assume Captain America to have had time between battles to study classical philosophy and theology, but his words could be read as containing implicitly the answer to pop atheism’s “one god further” objection (which I have discussed here, here, and here). The God of classical theism is not “a god” among others, precisely because He isn’t an instance of any kind in the first place, not even a unique instance. He is beyond any genus. He is not “a being” alongside other beings and doesn’t merely “have” or participate in existence alongside all the other things that do. Rather, He just is ipsum esse subsistens or Subsistent Being Itself. He is First Cause not in the sense of being the cause that came before the second, third, fourth, fifth, etc. causes, but rather in the sense of having primal or absolutely underived causal power whereas everything else has causal power in only a derivative and thus secondary way. He is not “a person” but rather the infinite Intellect and Will of which the persons of our experience are mere faint reflections. Since He has no essence distinct from His existence which could even in principle be shared with anything else, He is not the sort of thing there could intelligibly be more than one of. And so forth. Nothing less than this could be the ultimate source of all things and thus nothing less could truly be divine.
Hence the good Captain was correct to insist that there is only one God and that He just isn’t the sort of thing that wears a superhero costume, wields a hammer, can get knocked around by Iron Man, etc.