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.
A Connected History
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.
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.
Captain America's Exhibit
Sam and War Machine, AKA Rhodey, toured through the exhibit in honor of Captain America in episode one. We saw the episode before in the "Winter Soldier" movie, but it has since had some renovations.
With a section detailing the battle from "Avenger: Endgame" with Thanos, as well as Captain America's final mission when he handed back the Infinity Stones. There are also some incredible artifacts that cover the first comic books dating all the way back to 1941.
Someone Else's Shield
The opening words in the series aren't original at all; the dialogue actually comes from Sam's conversation with Steve in the last Avengers movie. Once he came back from his trip through time, returning the Infinity Stones back to their rightful places, Steve Rogers bestows his shield to Sam.
Summoning him to give the shield a try and see how it feels, Sam tells Steve that he feels like someone else's. This serves to convey Sam's entire arc through the series, at first uncomfortable with the role but eventually accepting Steve's choice.