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At the end of Captain Marvel, it's suggested that Nick Fury conceived the name for his new crack squad of superheroes from the nickname on the side of Carol Danvers' plane from her US Air Force days:
Is this namesake for The Avengers consistent with the comics or a movie invention?
This is a movie invention. In the comics The Avengers are formed by Thor, Hulk, Iron Man and Ant-Man and the Wasp. They do so after they all individually respond to a call of Hulk attacking a train. Loki was interfering with Hulk and Earth in order to lead Thor back to himself. Whilst they start off working solo, they all eventually join together to defeat Loki and coin the name The Avengers at the end. This is all from the very first issue The Avengers Vol. 1 Issue 1 from 1963.
In fact the origin story can’t possibly be the same as in the comics the first Captain Marvel, Mar-Vell, first appeared in 1967 and didn’t originally have anything to do with The Avengers. Therefore, it wasn’t possible for The Avengers to have the same origin. Even Nick Fury didn’t have anything to do with them in the comics from the start.
In the comics, Danver's callsign was "Cheeseburger", so we were this close to Nick Fury recruiting people for The Cheeseburger Initiative...
I think it is from movie only but not so sure. In movie
From MCU wiki During the starting development of the initiative, the team's original name was meant to be named Protectors, until Fury decided to name it as Avengers, after Captain Marvel's former Air Force pilot call sign.
In comic
From wikipedia, in "The Coming of the Avengers" The Avengers 1 (Sep 1963) The first ever Avengers adventure was Loki trying to get Thor killed by Hulk. He tricked Hulk into destroying a railroad and then diverted a distress signal meant for Fantastic Four to Thor, hoping for a confrontation and demise of his brother by Hulk. However, this distress signal was also received by Ant-man, Wasp, and Ironman, who defeated Loki and resolved the matter. Ant-man at this point realized they worked together and named the group as Avengers
This is indeed a movie invention; the images from the original comic in the accepted answer say it all, but for what it may worth, here is an excerpt from Avengers Assemble: An Oral History of Earth's Mightiest Heroes by Brian Michael Bendis (Marvel, 2012), which draws directly from the canon of the original comics, and not the movies:
Doctor Henry Pym: Credit where credit is due. The name Avengers came from Janet.
Janet Van Dyne: I said that. That was me. I threw it out there. Everyone was spitballing and I said "the Avengers" and everybody grabbed it. So yeah.
Where of course Henry Pym and Janet Van Dyne are the original Ant-Man and the Wasp, respectively, both founding members of the (comics original) Avengers.
... not the stories that take place within the prime, Earth-616 continuity, at least. In that continuity, the Avengers team with Thor, Hulk, Iron Man, etc wasn't actually the first Avengers team, canonically speaking.
A later story established that the first Avengers team was formed in 1959 (Marvel Universe-time), before Carol Danvers was even born, never mind in the Air Force. (We know she was in the Air Force prior to the formation of the modern Avengers, since she and Ben Grimm, AKA the Thing, flew on a mission together when he was still a pilot himself, before either the Fantastic Four or the modern Avengers had formed.)
Nick Fury (the original version) was involved with the formation of the 1959 Avengers, however, he didn't come up with the name; he was told what the name would be by his superiors, and instructed to recruit and lead the team. The dialogue indicates that the orders, and possibly the name of the team itself, came directly from the US President (which would've been President Eisenhower, assuming Marvel Universe history aligns with real world history in that regard).
Also, as noted in Ross Thompson's answer, when the comicbook version of Carol was in the Air Force, her call sign was apparently "Cheeseburger", not "Avenger".
