It began in The Avengers when Cap, encouraged by Stark, uncovered S.H.I.E.L.D's store of Hydra weapons, and it continued in Captain America: The Winter Soldier (directed by Joe and Anthony Russo) when Fury introduced Rogers to Project Insight. Almost immediately, Cap expressed his disgust at the course of action S.H.I.E.L.D was taking to ensure security.
The strength of Steve's faith in people was certainly tested then. More so after his old enemy, Hydra, was revealed to have survived and infiltrated S.H.I.E.L.D. That was a turning point in the MCU. Cap, along with Black Widow and Falcon, ultimately dismantled the agency in explosive fashion. They may have saved the world's freedom, but the disaster that occurred at the Triskelion in Washington would later contribute to the argument that would bring about the Avengers' disbandment, weakening the world just enough for Thanos to see victory in Avengers: Infinity War (directed by Joe and Anthony Russo).
In his fight against evil, Captain America has shaped the path of the MCU and revealed a lot about his character, some of which is easily missed beneath the well-choreographed action sequences and enticing premises of each film.
He approached conflict with the kind of compassion most people leave on the sidelines. When confronting villains such as Ultron or Zemo, his first instinct isn't to attack, but rather to try and defuse the situation. He tried to understand both of those villains. At one point he even came close to empathizing with one of them. Unfortunately, villains are generally dead set on destruction and, as we've established, Cap has always done whatever it took to neutralize threats to freedom and security, even if it seemed like it could cost him his life.
Curiously, as willing as he has been to put his own life on the line, he has never allowed someone else to do the same, if he could help it. Even the android Vision, when he offered to have himself destroyed along with the Mind Stone, Cap seemed to forbid it, telling him "we don't trade lives."
This might be unsurprising to some. Steve lost most of his family and friends a long time ago -- one of the last of them, Peggy, passed away in Captain America: Civil War (directed by Joe and Anthony Russo) -- and has therefore displayed a desire to keep his new ones safe.
He has always possessed an unwavering loyalty to his trusted friends. Even in The Winter Soldier, Steve refused to fight Bucky, though the latter -- through brainwashing -- was fixed on completing his mission and ending Captain America. It went further than that.
Cap's loyalties were truly tested in Civil War, when his desire to exonerate and help his oldest friend pushed him into conflict with his closest allies. Steve fought the Avengers, but that didn't mean he was any less committed to them, which was something he proved at the end when he wrote to Tony, promising that he would be there should Stark ever need him.
Unlike many of the other members of the Avengers, Captain America hasn't seemed to change all that much. It makes sense. His story isn't one of personal growth and change, it's about staying true to what you believe no matter what. He fought for loyalty, compassion and truth, for everything that makes society good. If his story does come to an end in Avengers: Endgame, at least we can rest assured knowing that he will go having kept his promise to Dr. Erskine: Despite everything that the universe has thrown at him, he never stopped being a good man.