There isn't really any expansion that you need right away. However, it's good to know about affiliations. Each character is a part of an affiliation (and some are part of multiple affiliations). While your team doesn't have all have to be part of the same affiliation, it'll grant you special effects if they are. So, if you are looking at expansions to get, it might be a good idea to take a look at what affiliation you find interesting and start there.
If you are still not sure what to get. These expansions are probably your best bet:
Black Panther & Killmonger: This expansion allows you to add one new character to both sides of the core set affiliations. You can then buy another Wakanda expansion to be able to play with the Wakanda affiliation.
Thor & Valkyrie and Loki & Hela: This expansion allows you to play with the Asgard affiliation, but you can also use Thor with the Avengers affiliation and Loki with the Cabal affiliation (The affiliations that are in the core set).