SPOILERS for Captain America: Civil War follow!
The Mid-Credits scene for Captain America seemed to setup not one, not two, but three characters' futures in the Marvel Cinematic Universe.
The scene was set in Wakanda, the fictional African nation in the Marvel Comics Universe that T'Challa, aka Black Panther, rules over. Wakanda is the source of most of the world's vibranium, the super-strong metal that both Captain America's Shield and Black Panther's claws are made out of. It's also laced into Panther's costume, and unfortunately was used for evil when Ultron stole some to make up his body in Avengers: Age of Ultron.
Wakanda is also traditionally extremely scientifically advanced. Mostly isolated from the rest of the world and even hidden from it for a time, Wakanda has made leaps and bounds in advances that other nations have only dreamt about. That's why Cap brings Bucky there, of all places, to be put back into cryogenic freezing, and have their scientists look for a way to remove his brainwashing.
So what's next for these characters? Well, when Steve Rogers said "they'll come for him" about Bucky to T'Challa and he said "let them try," that sure seemed to be some solid foreshadowing. The Black Panther movie is coming February 16, 2018, and it sure seems like they're setting something up there. Will the movie be focused directly on The Winter Soldier? Probably not, but as it's the last movie hitting before Avengers: Infinity War, it seems like something will have to happen in Black Panther to lead into it. Regardless, knowing Winter Soldier is sitting in the deep freeze there will definitely play into the future of the MCU - when they need that extra muscle, they know one place they can go looking for it.
It does not, however, seem like Cap will stick around. The implication in his final scenes is that he's now assembled his own team of Secret Avengers, a term that's been used in the comics. No doubt Tony Stark will use that special phone, say, when an intergalactic warlord comes a-calling.
Black Panther's introduction in general was pretty exciting with no origin story necessary outside of a brief mention of the tradition of passing the mantle of Black Panther and a giant Panther statue in Wakanda. Bring on 2018.