A chief question viewers had before Marvel's Thunderbolts* hit theaters was the meaning behind the asterisk in the title. The unassuming text character could've signified a variety of things when, in actuality, there are several explanations for the asterisk next to the title.

Firstly, the asterisk placed next to the title points to an impending change to the team's name. Spoilers ahead!
Audiences who've sat through the latest Marvel movie know that the Thunderbolts undergo a rebranding during the final few moments. Instead of the assassins making up the comic-inspired Thunderbolts, Valentina Allegra de Fontaine proclaims to the world that she's assembled the New Avengers, comprised of Yelena Belova, Bucky Barnes, Red Guardian, Ghost, Sentry, and U.S. Agent John Walker.

Secondly, the branches of the asterisk represent each member of the team, totaling six, minus Taskmaster (Olga Kurylenko) who dies during the first fight sequence. This leaves the group one member short. But, Bob AKA Sentry evens the playing field for the Thunderbolts.
And lastly, the Thunderbolts assemble in an asterisk formation while escaping from a secret facility. They find themselves stuck underground with only a hatch at the top of a hundred-foot shaft as their means of escape. The shaft is smooth, impossible to climb, but the group devises a plan to scale their way up with their backs pressed against each other.
A brief overhead shot of the assassins inching their way upward provides viewers with an "aha" moment that explains why marketing has placed so much emphasis on the asterisk.

Ironically, one piece of imagery utilizing the asterisk has no basis in the film. The image of the Thunderbolts sitting across from one another at a table, pointing guns and knives, while Valentina sits and watches, doesn't happen. They all come to blows at one point or another, but the table meeting never happens in the theatrical cut.
Mind you, earlier plans for the Thunderbolts—New Avengers—may have included such a scene. The post-credits scene is brief, offering viewers very little content, but it's possible that the flick originally had a longer runtime. Marvel Studios often releases deleted scenes that confirm certain entries went on longer than their theatrical cuts showed; the same could be true of Thunderbolts*.
Regardless, the new team of heroes might use the asterisk formation in future films. The shape closely resembles how the Avengers stood back-to-back during their showdown with the Chitauri in the Battle of New York. Thus, it's logical that the New Avengers follow suit when they assemble for their first official mission.
Thunderbolts* is currently in theaters everywhere.