One major theme weaved through the series is the struggle that African-Americans face. When Sam Wilson pays Isaiah Bradley a visit, he tells Sams that he could only free himself and his compatriots by going beyond enemy lines. This only lead him to be erased from history so that he could be experimented on.
Isaiah’s story is eerily similar to Steve Roger’s account in “The First Avenger Movie.” Once Steve rescued Bucky along with the Commandos from a prison camp, but he gets a reward for it and becomes America’s hero. The polarity is as painful as it is inescapable.
This is Strictly Personal
When Sam, Bucky, and Zemo arrive in Riga, Latvia, in search of any information leading to Karli Morgenthau. While walking around, they discuss the future of Sokovia, which is Zemo's homeland in Eastern Europe, and its capital was destroyed in the Avengers movie "Age of Ultron."
Zemo ponders if Sam or Bucky ever bothered to visit the memorial in Sokovia, and later in the series, we witness Zemo paying his respects at the monument's site in memory of Sokovia's fallen. Of course, his loss is personal, as both his beloved wife and son passed away in battle.
In episode five, Bucky finds Zemos at the memorial site of Sokovia's fallen. He holds up his gun at Zemo, not yet telling him the bullets have been taken out, before handing him over to Dora Milaje. This may seem like a simple act, but it's a massive shift in character for Bucky, who used to be a Winter Soldier.
This proves that Bucky was able to break free of Hydra's mind control and take control of his own narrative. This also harkens back to the beginning of the series, when his therapist reminds him that a big part of moving on and making amends means nobody gets hurt.
During Bucky's regrouping with Zemo and Sam in the fourth episode. We see Zemo questioning Bucky if he was followed to their Latvian hotel; Bucky emphatically answers no. Seeing as Zemo is understandably paranoid, he furthers asks how he can be so sure; Bucky subtly responds with 'I know when I'm being followed.'
This is a throwback to the previous episode's final scenes when Bucky realized someone Ayo and Dora were on their trail, while the other two had no inkling of the sort.
No Luck Here
Since Zemo fanned the flames that broke up the band of Avengers in "Captain America: Civil War," we first caught a glimpse of him in the third episode. It would appear that Zemo is still up to no good, with him saying the three trigger words to Bucky he poached from Hydra, which would reinstate programming for Winter Soldiers.
While these words may have worked before, Bucky had gone through deprogramming in Wakanda, meaning he was immune to the trigger. These trigger words were featured in the show credit roll of episode one.