Since Captain America's debut in 1941, the character has been through a lot. He was transformed into a super-soldier, frozen in ice for decades, was killed (but really forced to become trapped in time), and had the Super-Soldier Serum drained from his body which lead to it reverting to its true age. When a sentient Cosmic Cube gave him his youth and stamina back, everything appeared to be back on track.
With the relaunch of a new Captain America series, the world was shocked when he uttered two simple words, "Hail HYDRA." Captain America always stood for truth and justice. How could he be loyal to the evil organization that has ties to the Red Skull? To make things worse, we also discovered this revelation went further back with his mother most likely being a member of HYDRA. With the second issue of of Captain America, the full details are now revealed. There will be spoilers below.
With Captain America being tied to HYDRA, many readers and fans were upset. It should be clear that HYDRA isn't necessarily a Nazi-created organization. It's been depicted in the comics and Cinematic Universe (in Marvel's Agents of S.H.I.E.L.D.) as having existed for millennia. Still, the question remains: How can Cap be loyal to HYDRA?
The reason goes back to Kobik, the Cosmic Cube that achieved sentience and believes itself to be a young girl. Kobik's story began as a Cosmic Cube in the Red Skull's possession. Cosmic Cubes have unlimited power and can be used to shape reality with but a thought.
When Captain America attempted to prevent Red Skull from using the cube, Cap's shield caused the cube to shatter. S.H.I.E.L.D. gathered the pieces but couldn't control or prevent the pieces from pulling itself together to become Kobik. Believing itself to be a child, it felt a connection to Red Skull and sought him out. He was able to manipulate the child into believing his beliefs, and HYDRA is how to make the world better than ever.
Red Skull set up a series of events which would lead to Kobik restoring Steve Rogers' youth and power. Going beyond that, she will make him the "most perfect version of himself." Of course because Red Skull has taken over HYDRA and Kobik has a strange father-figure connection to him, she made Captain America the embodiment of HYDRA.
Red Skull now plans to sit back and watch Rogers grow as his perfect warrior. He will lead Skull's army and help him inherit the earth. Captain America will betray and kill all his friends while declaring his loyalty to the Red Skull...at least until someone figures out a way to get Kobik to reverse this.