I come from a long line of fantasizing, unrealistic daydreamers.
Kamala daydreams about Captain Marvel as her parent’s drive her home from the failed driving test.
This moment, as well as much of the footage in the end credits scenes were shot in New Jersey. This was filmed along the Hudson River on Frank Sinatra Drive in Hoboken. The Manhattan skyline can actually be seen from this location, with a building that many mistake for Avengers tower. It is, in fact, the building at 30 Hudson Yards.
The same location is revisited in the final episode, as Kamala sits on a streetlight looking into Manhattan
(Ms. Marvel S01E01 & E06, 2022)