The Context: Kinesis is AWS's proprietary version of Kafka. MSK is actual open-source Kafka managed by AWS.
Data Engineer Note: If you are building a new system on AWS, you usually choose Kinesis because it's easier. If you are migrating an existing Kafka cluster from on-premise, you choose MSK.
Equivalents:
GCP: Pub/Sub is the native rival, but GCP often partners with Confluent Cloud for Kafka.
Azure: Azure Event Hubs (which has a "Kafka Compatibility" mode).