In terms of the matter of semantics; they obviously used the term to mean a property that started in that medium, in contrast to a property which later established itself in the medium.

http://www.imdb.com/title/tt0800369/trivia Thor (2011)

This is Anthony Hopkins's first comic book film (The Mask of Zorro is debatable).

------------So, since Zorro started in the pulps, they made that note.

Note: If anyone brings up Thor as a figure from Norse Legend, note that Clint Barton and Nick Fury obviously did not appear in the original Thor legends.