Marvel's Black Panther may be our first real look at the Marvel Cinematic Universe world of Wakanda and its people, but it's not the first time we've met the titular hero. T'Challa and his Black Panther alter-ego first appeared in the 2016 film Captain America: Civil War, and we haven't really seen him since.
The New King
In many ways, Black Panther is a direct sequel to T'Challa's story arc in Civil War. The film is set about a week after T'Challa helped Captain America and Iron Man bring in Zemo for his crimes, and it deals with one of the biggest casualties of Zemo's scheme: Wakanda's former king, T'Challa.
After T'Challa's death in Civil War, T'Challa must return to Wakanda to go through the rite of passage to becoming king, which includes trial by combat with any would-be challenger. Indeed, Wakanda's vacuum of power created by Civil War is what fuels most of Black Panther's story, as T'Challa finds the path to throne has more obstacles than he ever imagined.
In addition to continuing Civil War's storyline about Wakanda, Black Panther also dips back into the events of Avengers: Age of Ultron to revisit a major subplot of that film: Ulysses Klaue.
Klaue first appeared in the Marvel Cinematic Universe as a smuggler and arms dealer who had a rare commodity to sell: Vibranium. Black Panther finally reveals the full history of Klaue's experience in Wakanda - and the serious upgrade he's gotten since Ultron left him dismembered. We won't go into SPOILERS, but suffice to say, Klaue's story has bigger impact on the past, present and future of the MCU than anyone initially guessed.
The White Wolf
Captain America: Civil War pitted Black Panther against The Winter Soldier, who T'Challa believed was responsible for the death of his father. However, the end of that film brought things full circle as T'Challa realized his mistake and made amends by taking a big risk: hiding The Winter Soldier in Wakanda during Civil War's post-credits scene.
One big way that Black Panther bridges the events of Civil War and Avengers: Infinity War is by bringing back Bucky back from cryo-sleep. As we see in one of Black Panther's post-credits scenes, Bucky awakens in Wakanda (presumably some time after the film's events), and children in the village have already nicknamed him "White Wolf," which is a major Marvel Easter egg that could spell out the character's future. Shuri greets Bucky (having presumably cured his Winter Soldier brainwashing), who tells him they have work to do - like repairing his missing arm. Bucky will next be seen defending Wakanda form Thanos and his forces, during Avengers: Infinity War.
Black Panther is now in theaters. It will be followed by Avengers: Infinity War on May 4th, Ant-Man and the Wasp on July 6th, Captain Marvel on March 8, 2019, the fourth Avengers movie on May 3, 2019, the sequel to Spider-Man: Homecoming on July 5, 2019, and Guardians of the Galaxy Vol. 3 in 2020.