Celo You should at least know what Marvel characters are and what are their traits. Otherwise, you will miss a lot.
Johnathan This isn't a story you need to worry about having background experience in Marvel more to appreciate. Gaiman weaves a splendid story that stands all on its own. If you know something of the heroes then yes you will have a different experience but you need not worry since this is an historical story that just happens to have Marvel characters in it.