Spoilers ahead for Avengers: Endgame. Some superheroes are only as strong as physically strong as weapons. But Thor (Chris Hemsworth) is still exceptionally powerful, even without Mjolnir, as MCU fans saw when he wielded his axe Stormbreaker in Infinity War instead. Still, Thor's hammer is his, because it deems him "worthy." And before Endgame, only one other Avenger could lift it, but now the list of who can hold Thor's hammer is a little bit longer, since Steve Rogers (Chris Evans) is able to summon the enchanted weapon during the final battle.
Before Steve, only Vision (Paul Bettany) proved worthy of lifting Mjolnir — something that the hammer determines, regardless of one's physical strength. In the comics, the original hammer's inscription states, "He who holds this hammer, if he be worthy, shall possess the power of Thor," though that inscription changes to use feminine pronouns in the comics whenever Thor takes over, per the Daily Dot. The parameters as for what defines "worthiness" remains unknown, but it's explored in 2015's Avengers: Age of Ultron when each of the superheroes attempts to pick up Mjolnir.
The hammer-lifting contest provides a a rare glimpse into the Avengers' group dynamics during down-time, and it's a fun montage of failed attempts to prove one's strength and worthiness. It's only later that Vision casually picks up Mjolnir, which he suggests is possible because he's not a human. Of all the humans' attempts, though, it's just Steve who does make the hammer budge just the slightest bit, which seems to worry Thor.
Ever since Steve's nearly successful attempt to lift Thor's hammer, fans have suspected that Captain America could actually be worthy of wielding the Asgardian weapon, and when he summons it in Endgame, Thor echoes those fans' suspicions, saying, "I knew it."
For fans of Marvel comics, Cap's worthiness wasn't a surprise, because Captain America uses Thor's hammer in the 1988 comic, The Mighty Thor, per Business Insider. The comics include eight other characters who prove worthy of Mjolnir, making it nine superheroes in total that wield the power of the mighty hammer. The other superheroes — and villains — are Beta Ray Bill, Ragnarok (a Thor cyber-clone), Wonder Woman (in a Marvel/DC crossover), Superman, Hulk, Awesome Android, Magneto, and Thor's adopted brother, Loki.
At the end of Endgame, Cap returns Mjolnir to the past because Thor had gotten it from Thor: The Dark World's timeline and the Avengers have to replace everything that they'd taken during their Quantum Realm time travels — otherwise past Thor wouldn't have had access to it. And while Thor's future with the MCU remains undetermined — following Endgame's significant events he goes off with the Guardians of the Galaxy — it seems like Mjolnir will likely return in future films, or perhaps on Loki's TV show, considering that Thor's mischievous brother wields the hammer in the comics too.
Getting a hand on Mjolnir is an honor, but being able to pick it up is an even bigger deal. Considering it's now strictly in the past in the MCU, it's unlikely that anyone else will ever get the chance.