It might seem like the MCU's Moon Knight, portrayed by Oscar Isaac on the Disney+ series, would have enough on his plate already. He has two alter egos duking it out for dominance in his head, a god of the moon chatting him up and a new persona that hasn't even made an appearance yet. It's a lot for one guy to take on, but the MCU's version of the character is no stranger to handling multiple personalities and identities in his short lifespan.
In the comics, the character is primarily Marc Spector. He is a former Marine and CIA operative who works as a mercenary. He believes he is the chosen avatar of the Egyptian moon god Khonshu, who has gifted him with increased strength depending on how much moon light shines down on Earth.
The character's first introduction comes in 1980's "Moon Knight" #1 by Moench and Sienkiewicz, which tells the story of how a seemingly dead Spector is resurrected underneath a statue of the Egyptian moon god Khonshu. This resurrecting happens again and again, and Spector begins to believe that he is the god's chosen knight of vengeance.
Eventually, Spector creates his Moon Knight persona after he meets priests of Khonshu in Egypt who bless him with weapons that allow him to slay enemies with the power of the moon and curse him to a life of vengeance. Since then, the character has also manifested alternate personalities based on other Avengers (Echo and Wolverine) and Captain America, but they are not considered his primary personas.