So. Now that we're all trapped on a boat together, it seems an opportune time to canon update.
That's right. Bucky's going away and becoming the Winter Soldier this weekend.
People who knew Bucky and were friendly with him are going to be very perplexed by his odd behavior. Not to mention the metal arm. Pretty sure he didn't have that to start. Canon update point is midway through the events of the movie, so he still won't know who he is exactly. But the longer people prod at him, the more he'll come to remember. In time. It's not going to be an easy fix, though.
For the most part when he returns he'll hide himself away in the shadows of the ship, or stick to the deck with the holograms so he can train. He'll just follow protocol until something snaps him out of it. Also he'll be masked, and good luck getting it off of him. So. Have fun with that!