Warning: contains spoilers for Immortal X-Men #5!
Marvel's greatest threat to the the next generation of MCU X-Men - for one very important reason.
In current X-Men continuity, nearly all mutants have settled on the island nation of Krakoa: a sentient, mobile island that provides a safe haven for all mutants. The island has been recognized by the United Nations in return for various mutant inventions given to humankind (primarily drugs designed to increase a human's lifespan by five years). Heroes and villains alike are given a home in Krakoa, and even Professor X and Magneto work together for the benefit of mutantkind. Among those on the Quiet Council is the mutant Ex0dus, one of the oldest living mutants (and one of the most deadly).
In Immortal X-Men #5, written by Keiron Gillen with art by Michele Bandini, the Council ponders the fate of Mr. Sinister (whom they believed was kidnapped by Eternals). As the Council comes under psychic attack by the Uni-Mind of the Eternals, Exodus ponders his place in life - and flashes back to his origin. He has followed Apocalypse, then Magneto; he is a man searching for a Messiah. But Exodus has a revelation in the heat of battle: "I am now the only true church...my journey has shown the cross figure from another angle. An X is a rotated cross...all mutants carry the cross." He now considers Magneto to be a false Messiah.
Exodus is a mutant of faith - first in the Christian God, then in Apocalypse, then Magneto, then Hope Summers. He finds a Messiah wherever he goes, because he continually convinces himself that his current choice will be better than the previous. Exodus also believes that mutants are not only genetically superior to humans, but religiously superior, perhaps even chosen by God. In this sense, he is the functional opposite of Reverend Stryker from the X-Men: God Loves, Man Kills comic in 1982.
Exodus is also phenomenally powerful, wielding a dozen mutant powers at once. He is easily a match for the entire X-Men roster, and he also fights for God and believes his side is always morally correct. In the MCU, Exodus would be supremely terrifying; there has never been a religious zealot-like character who is considered a villain and yet is also a mutant ally (perhaps the strongest one there is next to Magneto). Exodus would work as one of the X-Men's first villains in the MCU not simply because he is powerful, but because he has a powerful sense of what is right and what is wrong - even if he himself is deluded into following the wrong Messiah every now and then.