: From a challenge perspective, the villain should have some set of abilities or powers that make defeating them a real challenge for the protagonist. For example, The villian in "Iron Man

@Mendez196

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From a challenge perspective, the villain should have some set of abilities or powers that make defeating them a real challenge for the protagonist. For example, The villian in "Iron Man 3" is hard for Iron Man to defeat because he is really good at destroying Iron Man's suits. Scarlemagne presented a real challenge to Kipo in "Kipo and the Age of Wonderbeasts" because he could mind control humans, and Kipo was a human. Ant-Man has trouble beating ghost in "Ant-Man and the Wasp" because he can't attack something that doesn't have solid form.
Making the villain simply a more powerful version of the protagonist also works. You can see this in "Shazam!", "Iron Man", "Star Wars" (Luke and Darth Vader), "Ant-Man", and "The Incredible Hulk".
From a character standpoint, great villains often act as the foil to the main character. That means that the main villain is like the protagonist in several ways, except in one key way, which makes the protagonist worth rooting for and the antagonist worth rooting against. This happens in "My Little Pony: Friendship is Magic" a lot: King Sombra wants order but not harmony, Queen Chrysalis wants to take love but not give it, Discord wants laughter but at the cost of order. Indiana Jones seeks treasure, but unlike his enemies, he wants to put them in a museum. In "Iron Man", Both Tony Stark and his business partner want to make money, but Tony decides to stop manufacturing weapons.
In order to be more compelling, the villain also needs to see what they're doing as right. The King Pin in "Spiderman: Into the Spiderverse" nearly destroyed the city, but was doing it to bring back someone he loved. Zaheer tried to kill Korra because he thought it would benefit the world as a whole in "Avatar: Legend of Korra". "Steven Universe"'s Diamonds blasted the Earth with a beam that corrupted the gems there because they were trying to squash a rebellion. Villains that think of themselves as evil are less compelling.
Additionally, the villain should win at least some of the time. It's not as intense if the protagonist wins every battle. I'm not saying the villain should win in the end "Avengers: Infinity War" style, but they should win at least a few battles, potentially all of them except for the final fight. This keeps the reader guessing as to what's going to happen next, and makes the stakes of each scene have more weight.
In summary: a villain should have powers that counter the hero's, or has the same powers but at a higher level. The villain is often the foil for the hero. The villain needs to see themselves as "the good guy". The villain should win some of the time.

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