This is just some headcanon notes of mine regarding Bucky, for things that have come up that I haven't been able to find in canon. If I've got something drastically wrong and you can cite where it says so in the comics, PLEASE do tell me what issue it was! I don't want to be fucking up things.
Bionic Arm
Headcanon► Bucky's cybernetic arm has a switch somewhere, I imagine, that releases it so it can be taken off and put back on easily, but not ripped off his shoulder easily in battle. My reasoning behind this is that... surely it's got to be cleaned out where metal touches skin. It's not hygienic or healthy to be sweating against metal and never clean it, but it's been proven that it doesn't rip off his shoulder very easily (it usually breaks first, at the wrist or elbow). And it's also been shown in canon that it CAN be cleanly detached.
Headcanon► The part that covers his stump, he cleans out every day or it probably starts to smell weird (like a sort of astringent mixture of BO and metal, I'd imagine), and possibly could gum up internal mechanisms.
Headcanon► I imagine there's a panel somewhere where he can get to the internal mechanisms and wiring. He probably knows a few things about general upkeep and programming it in case it starts to malfunction. It's also been shown to slide apart at the elbow.
Headcanon► It's never stated specifically how it was installed and how it's controlled. I imagine he's got a neural device surgically implanted into his brain that communicates with sensors and receivers in the prosthetic, which would explain how he can control the arm when it's detached from his body.
Headcanon► If he's taking a long shower, he takes his bionic arm off to do it. If he's in a hurry, he doesn't bother.
Personality, Habits & Quirks
Headcanon► It subconsciously bothers Bucky when people sit on his left side, assuming his right side is free. He likes putting people on his right, in case he wants to make physical contact, it's just less awkward.
Headcanon► He sleeps on his left side, because when he cuddles with Natasha, he likes putting his flesh arm over her waist.
Headcanon► When he gets drunk, his mood depends entirely on what memories come up. If he remembers the war, he's a happy drunk, but if he remembers his time as the Winter Soldier or Steve's 'death', he turns into a mopey or angry drunk.
Headcanon► Different memories come and go some days. Occasionally he gets flashes of things that remind him of things he's forgotten.
Headcanon► He considers it very personal when someone calls him James instead of Bucky. Very few people use his given first name, and those that do have known him for ages and ages. It's also the name he's used to in bed, so it gets a little awkward to be called that sometimes. If he lets someone new call him James, it MEANS something, at least to him.
Headcanon► (A Facility specific) He takes notes on the week every Sunday, either before or just after reset. He never sleeps through reset.
Headcanon► After being caught with Natasha in '57 (could have been '58, comics aren't clear), and being ripped away from her, Bucky was conditioned against sex and relationships to keep him from distractions. Now, as a result, he still doesn't have much of a sex drive, and finds it difficult or impossible to get it up with a partner he doesn't know and trust explicitly. That, plus all his work, explains why the only real relationship he's had since the war is with Natasha - he's never been interested in dating casually in the modern time. It also makes sense when you consider that war veterans with PTSD (a phrase that describes Bucky to a T) have a higher rate of ED.
Headcanon► Bucky is a repressed bisexual, albeit one that leans toward women. During the war, he seemed to flirt with any and every woman, which could have been a sign of repressing desire for other men (he and Toro seemed especially close sometimes, and he never got over that hero-worship of Steve) due to it being unacceptable in the 40s. This also would have been brainwashed right out of him by the Russians because of unacceptibility.
Headcanon► Nothing really frightens Bucky more than the thought of a psychic invading his brain.
Physical & History
Fact► Bucky has extensive burn and laceration scarring, mostly along his stump-shoulder, left side, and a bit along his upper thighs. The lacerations are from shrapnel from the explosion and mostly concentrated along his side, the burn scarring is mostly around his shoulder/stump and a bit on his thighs. Calling this fact because of the scientists' reports on the extent of his injuries when he was fished out of the Channel. Comics just never show scarring unless it's convenient.
Fact► Bucky aged approximately 8 years since '45, putting him in his late twenties during the Winter Soldier arc, and a few years older at his canon point. Therefore, physically, he's in his early thirties.
Fact► Only three years of those eight were consecutive, '54 to '57. After that, he 'demonstrated mental instability', aka started to get back pieces of himself, and they started putting him in storage between missions.
Headcanon► Bucky started to get back bits and pieces of his personality and a sense of who he used to be because Natasha was the only one during this time that ever made him feel human again.
Fact► The Winter Soldier was active in the late 50s, then briefly in the 70s and briefly in the 80s. He was decommissioned in August of 1988.
Fact► In March of '73 Winter Soldier was sent to the States to assassinate a senator. The target came up dead, but Bucky failed to appear at his extraction point. He managed to hop a train from Dallas to Chicago, then a bus to New York City. He spent two weeks off the grid in NY, confused about everything, before he was discovered entirely by luck in a flophouse by a Russian agent.
Headcanon► The combination of being on American soil on his birthday triggered his buried memories. He didn't know what year it was and he was highly uneasy around others, and the first place he went was NYC, probably looking for Steve. He probably ended up in Brooklyn, searching desperately for his old partner.
Fact► He remembers nothing of this attempted escape from the Soviets, even after the Cosmic Cube, implying that he still doesn't have a full recollection of everything since '45.
Headcanon► Bucky still has brain damage from the explosion, his time in the water, and being ressuscitated. Steve Rogers wished for the Cube to return Bucky's memories - he didn't know about the brain damage, and therefore, it's possible the brain damage was never quite fixed. This causes him memory problems, makes it difficult to learn new tasks sometimes, etc.
Headcanon► Sort of fact. Bucky has constant trouble sleeping, and chronic nightmares about the war, his days as the Winter Soldier, and whatever other surreal things his brain manages to cook up to terrify him.
Fact► Bucky's body count as the Winter Soldier is an upwards of two hundred after the bombing in Philadelphia.
Fact► Bucky returned to the world some ten years after Steve was thawed from the ice. Subsequently he spent about six months avoiding Steve completely, unable to face him due to guilt while he lived underground, did volunteer work, and was manipulated by Fury.
Fact► Bucky is highly resistant to mind control because of SHIELD science.