1: What is end game?
End game in Marvel heroes starts after you have finished the main 8 chapters. After which, you will have access to 3 tiers of missions (Avengers tower, Xavier mansion and Helicarrier). You can think of the story chapters as "normal", avengers tower 's missions as "nightmare", Xavier mansion ones as "hell" and finally the helicarrier ones as "Inferno", to use Diablo 3 as a reference. The difficulty scales up roughly the same way in which mobs have more hp, damage and affixes.
2: What should I know about the end game daily missions in Avengers tower, Xavier mansion and Helicarrier and how does that affect the way I play/level up?
There are some mechanics in Marvel heroes that are not really publicly available, especially for people who did not participate in Beta and ask questions to the developers. As you would have notice when playing through the game, there is a colour tagged to the mobs you are attacking (Grey,Green,Orange and Red)
Grey: Mobs are significantly below your level
Green: Mobs are around your level (Up to 5 levels below you, and 3 levels above your current level)
Orange: Mobs are higher level than you
Red: Mobs are significantly higher level than you
With the above information in mind (which you probably already know before reading this post), there are also Experience/damage output/damage intake penalties associated with the colour tags of the mobs.
As a general guideline, you WANT to fight mobs that has the GREEN tag (mobs around your level) in which you do full damage, do not receive exp and damage intake/output penalties.
3: Levels of the mobs/bosses in the various end game mission tiers. (Applicable to green and red missions)
A developer once leaked information that shocker in the first daily mission is at level 27 and each subsequent daily mission/bosses increases by 1 level. From my testing, this is true all the way to the helicarrier missions.
So here are the numbers: (From shocker all the way to Dr Doom)
Avengers tower: 27 to 35
Xavier mansion: 36 to 44
Helicarrier : 45 to 53
Now that you know the level of the various instances, you should then apply the formula mentioned in point 2, specifically that you should only play missions that are "green" to you for reasons already mentioned.
Eg: If you are level 40, you should be doing the Dr Doom green mission in Avengers tower all the way to Hydra island in Xavier mansion to ensure that you are in the "green" zone and do not receive any penalty.