It was actually the fact that Bucky had both his arms was that caught Steve's eye. No metal arm or anything of the sort. So, Bucky had to have come before the train incident. Granted, Steve still had nightmares over that incident, but he knew that he shouldn't talk about that. "It's just you looked different than when I last saw you..."
He steeled his courage before he continued. "I thought you were dead before I ended up being frozen. I even went to your grave a few days before I ended up here," Steve told Bucky, trying to keep things vague for now. "Though I was wrong, since after you fell...Hydra, they must've gotten ahold of you and brainwashed you, since I fought you shortly before I got here."