I can't think of this off the top of my head, but is this the 1st actor to play 2 Marvel characters?
Óscar Isaac played 3 characters on Moon Knight (Mar Spector / Mr. Knight / Steven Grant)
He also played Apocalipsis on X-Men: Apocalipsis
He was also Miguel O'Hara/Spider-Man 2099 in Sony Pictures' most recent movie
Ryan Reynolds has also played three Marvel roles in the form of Hannibal King in Blade: Trinity, and Wade Wilson and Juggernaut in the Deadpool movies.
Michael B. Jordan: Human Torch & Killmonger
Hailee Steinfeld: Gwen Stacy & Kate Bishop
Jon Favreau: Foggy Nelson & Happy Hogan
Evan Peters: Quicksilver & Ralph Bohner