The Appeal of Shazam
I believe Shazam/Captain Marvel conveys a tremendous respect for children and for childhood, which encourages us to recover some of our childlike qualities.
1. A wise adult selecting a child as his champion of goodness conveys that children have valuable and heroic traits just like adults. Children are deserving of respect and appreciation as people, and can even be better than adults in certain ways, and the origin of Captain Marvel reminds us of that. I can imagine how flattering it would've been for a child in the 1940s to have read Captain Marvel and been told that being a kid didn't preclude them from being a valuable, deserving person.
2. Billy invokes fictional characters to gain physical powers. This can represent the audience invoking fictional characters to gain personality traits. There's a reason why the internet is full of workout motivation guides that are all about Batman -- we may invoke Batman to assume his determination, or invoke Green Lantern to assume his willpower, or invoke Spider-Man to assume his responsibility. Captain Marvel encourages us to perform this process, because figuratively it's the same thing he does to achieve his amazing powers. When he yells "Shazam", that's you reading a Superman comic and wanting to be more kind. This relates to Captain Marvel's validation of children because children are the people that are most readily inspired by fictional characters, and that childlike attribute is encouraged by him. He inspires us to be inspired, the way children are.
3. Lastly, the world of classic Captain Marvel stories is very surreal and illogical; so to read his stories, you automatically have to switch your brain to a more childlike perspective. Plus he's not a science-fiction hero -- to accept his powers you have to accept magic, which is a bit childlike.
I suppose it's fitting then, if he's meant to embody youth, that his two biggest enemies are Dr. Sivana, an old man, and Black Adam, an extremely old man.
To sum up the character: Captain Marvel validates childlike qualities by reminding us that children have valuable traits, by showing us that being inspired by fiction like a child is beneficial, and by forcing us to read his stories through a more childlike lens. It may be the case that to achieve a higher level of maturity, going backward and recovering the strengths we had as children could be important. As a child the fantasy is saying "Shazam" to become Captain Marvel, but as an adult the wisdom is saying "Shazam" to go back to being a kid.
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