Sebastian talked about Bucky consider ending his own life but was stopped by the thought of Steve. I imagine the first few months he’d just be on the run and trying to work out who he was, writing down the snippets that come to him and trying to piece it together. Maybe he’ll sneak into Brooklyn, walk around on the streets, trying to find a corner he recognise. I think at that stage, he still wants to live, because let’s not forget on the Helicarrier when he was pinned down by the metal plank, he was afraid of dying.
At some point, he recalls enough of his memories and his sense of right and wrong that the gravity of everything that he’s been through hits him. There may have been denial first - it couldn’t be true, this invention of a new persona is unheard of, but the flashbacks are relentless. There is anger, but more than that, there is the crushing guilt. Why him? Why did he break? Could he have held out longer, could he have fought harder, could he have killed himself earlier? Why did he believe it when someone like Pierce told him he was doing a good thing? Was it a character failure in himself? And all the people he had killed, the country he had gone out to protect but ended up becoming an enemy of, all that blood on his hands, how was he ever going to make things right?
So he gets out his gun and loads it, but he catches sight of his little journal. Like a last farewell, he flicks through the pages, sees but cannot read the pages and pages of handwritten cursive he’s made for the last few months, all to come to this point, that none of what he built or found was worth it. Then he gets to the page of the Captain America brochure, and all these memories crowd into his mind.
“I’m with you to the end of the line.”
“I’m following the little guy from Brooklyn.”
“I’m not going to fight you.”
There’s someone who still believes in him, and even though he can’t bring himself to find him, he can’t give up now.