it's really clear in the first captain america movie that steve feels like he isn't part of society. he doesn't have friends or family besides bucky. he goes on to form companionship with peggy, howard, and the howling commandos, but all of those relationships are extensions of his role as Captain America and are built around The War.

steve's struggle in the winter soldier movie is honestly probably exactly the same struggle he would have in the 1940s if he'd survived and not been frozen. He would struggle to figure out how to exist in the world outside of his captain america identity, struggle to form relationships outside of his public persona and work role, struggle to find worth in himself unrelated to his accomplishments as a soldier/superhero.

and we see that issue get resolved in winter soldier- yes, through the return of bucky, but also in his relationships with sam and natasha. he starts a new friendship (Sam) with a person that accepts his role of captain america but views him as a person first; he develops his working relationship with Nat into a genuine close friendship