Loosely inspired by the graphic novel Marvel 1602 written by Neil Gaiman.
When 1602 Steve Rogers asks Captain Carter to tell him about her Steve Rogers, she answers with, "No. No I don't think I will." It's the same response the older Steve Rogers gives to Sam Wilson in Avengers: Endgame (2019).
Loki plays an alternative version of Hamlet, where the skull's (Yorick's) scene and the "To be, or not to be" soliloquy are the same scene. This is a common misconception of the real Shakespeare play, where they are, in fact, two different scenes.
A similar concept of time periods mashing together and threatening the collapse of its universe happened in Doctor Who, The Wedding of River Song.
The Watcher apparently didn't find Peggy until a few weeks after Wanda Merlin summoned her.