(This image is from http://www.scifinow.co.uk/reviews/captain-america-the-winter-soldier-film-review/)
I wasn't expecting SHIELD to have been influenced by Hydra secretly for years. We have spent numerous movies in the Marvel Universe believing SHIELD was completely a source for good, but there were some subtle clues towards the beginning that not everything in SHIELD was all it seemed. There were many good agents within SHIELD that were good, but they were never told the truth until it was almost too late. I find this very interesting and different from a good number of super hero movies. It has some spy aspects in it like Pixar's "The Incredibles."
The Black Widow proved to be a more useful character to the plot in this movie (as well as in "The Avengers") around than in Iron Man 2. She wasn't just eye candy, and if she was ever a romantic interest for Captain America, it never really came to full fruition as they both seemed to have a playful friendship at times where she would try to hysterically try to convince Steve Rogers to got out with certain women.
I had already been spoiled that Bucky was the Winter Soldier, but I was confused about a few things until I saw the movie. I was wondering how he would have managed to jump through to this time frame like Captain America, but I should have guessed that he was in cryogenic stasis for some time as well. I was also wondering why he would want to fight Captain America, but they go with the classic wiped memory scenario. It has been done before, but I did like it in this case, as it pitted Captain America against his friend. I also liked the fight scenes these two shared even though they were few and far between. The Winter Soldier was a much better opponent than the Red Skull.
I'm a little confused at the mid credits scene after the movie. It appears from what I have read that Magneto's children "Quicksilver" & "The Scarlet Witch" are part of the Avengers story line which confuses me because I thought the X-Men plot line was going to remain separate. Ah well, if that's the case, I'm looking forward to the next few movies from Marvel!