In no particular order:
Wakenda is mentioned again as the source of Vibranium.
New characters are Wanda and Pietro Maximoff and eventually The Vision.
A surprising lack of black and/or female main characters fridged.
Having said that, Iron Patriot is largely marginalised and Falcon only appears briefly, with no part in the main action unless I missed something. However, it's mentioned that he's been off hunting for someone, probably Bucky.
Shipping news etc. - you heard it here first!
- Clint is secretly married (not to Coulson or Natasha) with children. They live on a farm.
- Natasha is flirting with Bruce and is able to talk him down after hulking out, possibly through hypnotic conditioning.
- Cap still appears to be alone.
- Pepper is still around but doesn't appear, ditto Jane Foster. Surprisingly, Eric Selvig does appear.
SHIELD is back in business to some extent. Fury and others appear, Coulson does not.
Tony drives off into the sunset near the end, implying that Iron Patriot will be Power Suit Guy in the next movie. I think I read that Downey does't want to play Stark any more.
Finally, Thanos is still interested in Infinity Gems, as seen in the only end-titles scene.
On the whole I enjoyed it, but Winter Soldier was better.
I've left out a lot here because it's even more spoilery. See it yourself if you want more, and please don't leave spoilers in comments, I'll delete them.