Warning: SPOILERS for Black Panther are ahead!
Aside from building off the aftermath of T'Chaka's death and the subsequent capture of his murderer, Helmut Zemo, in Captain America: Civil War, Black Panther was a relatively standalone story, as we followed T'Challa taking the Wakandan throne and his subsequent conflicts with Ulysses Klaue and Erik "Killmonger" Stephens. In the post-credits scene, however, we reunited with a longtime Marvel favorite, as Bucky Barnes, the former Winter Solider, was shown waking up and speaking with T'Challa's sister, Shuri. Bucky was still lacking a metal arm in this scene, but according to producer Nate Moore, there were discussions about giving him a replacement. Moore recalled:
We did discuss [giving him a new arm]. There was a version when it was in, there was a version where it was out. The truth was, he felt more human when he wasn't whole in Winter Soldier. He could just be Bucky and that's why i think it was important for him as a character to go, 'not Sergeant Barnes, my name's Bucky. I am a person, I am no longer a soldier'.
Although Sebastian Stan debuted as Bucky Barnes in 2011's Captain America: The First Avenger, it wasn't until the character returned in 2014's Captain America: The Winter Soldier that he was first seen with his trademark metal arm, one of the many benefits of being a brainwashed HYDRA assassin. Bucky lost his metal arm while fighting Iron Man in Captain America: Civil War, and even though Wakanda has the technology to build him a new and probably even better arm, as Nate Moore told Empire, ultimately it was decided that it would be better if he didn't have his replacement during the Black Panther post-credits scene. That way, he could come across as more human (and to an extent, vulnerable) rather than resemble the intimidating soldier we've seen in action over the last couple years.
When we last left off with Bucky in Captain America: Civil War, he'd been put back on ice until the Wakandan scientists could figure out how to erase the rest of HYDRA's programming. Evidently they were successful, as Shuri moved Bucky to one of Wakanda's villages so he could awake and begin recuperating. But soon Bucky will be thrust back into action, as Thanos and his forces are coming to Earth in search of the Infinity Stones. Fortunately, Bucky will be ready to go for the battle, as the Avengers: Infinity War trailer showed him outfitted with a new arm and packing heavy firepower. It remains to be seen if Bucky's new arm will have any extra features that its predecessor lacked.