Captain Obvious is a name invoked in conversation to draw attention to a self-evident fact. The phrase uses "captain" in the sense of a comicbook super-heroes. Somebody might say "Thank you, Captain Obvious!" to sarcastically thank someone who had just stated something self-evident.
The Hotels.com website has a character in its television commercials, called "Captain Obvious" who says clearly obvious things, such as "Saving money on a hotel is the same as saving money on anything that costs money" or "This is a quote", as he proceeds to list various things that cost money. The character, a thin, bearded man, is played by Brandon Moynihan.