The most obvious one is the scene from Avengers where Nick Fury tells Banner, Thor, and Captain America "Last year, Earth had a visit from another planet that had a grudge match that leveled a small town. We learned that only are we not alone, but we are hopelessly, hilariously outgunned."
He learned it in fact 20 years earlier from Captain Marvel, and learned also there are massive galactic empires at war that will level Earth without a second thought and took it all in stride including the existence of shapeshifter aliens. He was given a "massive power source", saw what Red Skull did with it, but still just sat on it for 15 years until Thor came to Earth. Thats a bit weird, and while you could try to explain it by not having the right scientists or whatever, I don't think there really is a good way to explain it except retconning Captain Marvel in.
The second obvious one is Fury's eye patch and him saying in Winter Soldier he got it because he trusted someone, but I guess you could explain that by him being embarrassed about the truth.