The asterisk in the title "Thunderbolts*" signifies that the team is a sort of placeholder or substitute for the Avengers, who are not available. This idea is supported by an international poster for the movie which reads, "The Avengers are not available." It reflects the plot element that the Avengers have disbanded or are otherwise unavailable, so this new team must step in. Additionally, toward the end of the movie, the asterisk is explained as the team initially called themselves the Thunderbolts but are officially named "The New Avengers," which the asterisk playfully acknowledges is not their final name. The asterisk was part of Marvel's marketing to hint at this twist and make the title more intriguing rather than just a random decoration or symbol with no meaning. In summary, the asterisk means the name "Thunderbolts*" is a provisional or alternate name for what will become "The New Avengers," filling the gap left by the original Avengers' absence.
