John Walker is “just trying to be the best Captain America” he can be, but “The Falcon and the Winter Soldier” star Wyatt Russell knows that living up to that challenge is no small feat.

Though the Disney+ limited series primarily centers on its titular protagonists, “The Falcon and the Winter Soldier” also serves as John Walker’s origin story in the Marvel Cinematic Universe. As revealed in the final scene of the premiere, the decorated U.S. Army member — who’s also known as U.S. Agent in Marvel comics lore — is revealed to be the United States government’s chosen successor to the original Captain America (played by Chris Evans). As Walker, Russell plays an even larger role in the show’s second episode, “The Star-Spangled Man,” where some of his backstory and motivations are revealed.

While John’s depictions in Marvel comics have been varied — the character has been portrayed as a superhero,...