The first appearance of Isaiah Bradley. In the comics, Isaiah was one of a group of African-American soldiers who were the first test subjects in attempts to recreate Project Rebirth that gave Steve Rogers his enhancements. Unfortunately, while Bradley's treatment appeared successful enough for him to emulate Captain America, he also suffered the usual failures to recreate Doctor Erskine's work and his mind was badly affected.
The song playing for John Walker in the stadium is a marching band version of 'Star-Spangled Man" the song written by Alan Menken and David Zippel for Captain America: The First Avenger (2011), which was performed at Steve Rogers' USO tour during WWII.
In the episode, Sam states that he only wants to be called Falcon and he doesn't like Black Falcon. In real life, part of what drew Anthony Mackie to the role of Sam Wilson/Falcon was the fact that he was a black superhero who does not have the word "black" in his name.
Bucky says he's called White Wolf. This is a nickname that was given him by local children while he was recuperating in Wakanda, as revealed in a Black Panther (2018) post-credits scene.
The "miracle question" that Dr. Raynor directs at Bucky and the Falcon is used by actual psychologists and counselors, but the way Dr. Raynor phrases it is not quite the way it is generally presented in counseling training. In its actual form, the basic question would go like this (with embellishments to fit a particular case):
"Suppose that during the night, while you were asleep, a miracle happened and your problem was solved, but nobody told you. When you wake up the next day and go about your normal business, what differences would you notice that would let you know that the problem had been solved?" This phrasing is not the same thing as asking "What would you like to see?" since the Miracle Question revolves around the assumption that nobody told you the problem was solved, you only figure it out by observation. It is a way of defining what the problem really is.