The Winter Soldier was originally Bucky Barnes. He was Steve Rogers' best friend. During World War II, Bucky fell from a train while on a mission. However, he was found by Hydra. Hydra experimented on him, wiped his memory, and turned him into a deadly assassin known as the Winter Soldier. He was given a cybernetic arm and trained to be a killing machine. His trigger words could activate him to carry out assassinations without question.
Well, the origin of the Winter Soldier is quite tragic. Bucky Barnes was a regular guy, a soldier in WWII. But then Hydra got their hands on him after that fall from the train. They used their advanced technology and mind - control methods on him. The process of making him into the Winter Soldier involved a lot of pain and conditioning. His identity was erased and replaced with that of a cold - blooded killer. It wasn't until later that he started to regain his memories bit by bit and break free from Hydra's control.