Steve thinks it's one of Loki's tricks, but he takes the bag, and he writes down the directions to the warehouse. Until the moment when he pushes play on the old recorder, he intends to contact Dr. Banner. He has the small cellular phone he still can't get used to in his hand, and he's trying to figure out the contact list that drives him crazy every time he has to navigate the buttons to actually make a call. He's scrolling through names, only a few, because that's all there is in the phone.
Then, he stops.
That's what he plans to do, to call Bruce, but the second he hears the recording, that plan falls by the wayside.
He knows it's a trap. He knows it might not even be her. He assumes she's dead, that someone would have told him by now if she wasn't. It's been seventy years. Everyone else is dead. He knows that even if it is her, it's a trap. But he doesn't let himself believe she's actually alive. Though he knows she would sock the guy in the face if she was. It makes him smile a small smile, despite everything.
He still doesn't call Bruce. He gets into the suit Agent Coulson helped him get back, something new and not quite like what he's used to. It still makes him feel obsolete, but at least it's a uniform, like dog tags and fatigues and slipping the Army back onto his shoulders.
He grabs his shield, and he heads to the directions given for the warehouse.