In Captain America: The Winter Soldier, when they mention future threat for Hydra like Bruce Banner and other names (or references), they said something like "some guy from Egypt". Which character are they referring to? Is it some other Marvel character from the comics or are those just random words?
Agent Sitwell (Hydra) mentions Tony Stark, Bruce Banner, and Stephen Strange by name. We know Stark and Banner are Iron Man and the Hulk. Most comics fans will also recognize the name Stephen Strange as Dr. Strange, the Sorcerer Supreme. (Fans of the Marvel films will recognize him now as well, since the film Dr. Strange was released in November 2016.)
Sitwell also mentions "an honor student in Iowa City" and a man located in Cairo, Egypt. I don't get the Iowa City reference, but the man in Cairo is probably a reference to Moon Knight. Moon Knight gets his origin and powers from the Egyptian moon god Khonshu.
Currently, it is unknown / unclear.
Jasper Sitwell's line is not "some guy from Egypt", it's "a TV anchor in Cairo". At the time of writing, it wasn't made clear who the person Sitwell was referring to.
Here's the complete dialogue:
Steve Rogers: What targets?
Jasper Sitwell: You!
A TV anchor in Cairo, the under secretary of defense, a high school valedictorian in Iowa city, Bruce Banner, Stephen Strange, anyone who's a threat to HYDRA.
Now, or in the future.
Another answer speculates that it might be Moon Knight, but that doesn’t seem likely. While Moon Knight, aka Steven Grant or Marc Spector, has appeared in the MCU, he was not a TV anchor. Neither was he a TV anchor in the comics. Also, Steven Grant / Marc Spector is not from Cairo. Besides, Moon Knight is the avatar of a god, Khonshu, and Khonshu's "fist of vengeance". I don’t think Khonshu would approve of him being a TV anchor since it might affect Moon Knight's vengeance-related activities.
Sitwell’s line was meant to show how far-reaching and merciless HYDRA’s plan was. They were not only targeting the obvious enemies, like Steve Rogers, Bruce Banner, or Stephen Strange, but also anyone who could pose a problem in the future. It didn’t matter who they were, what they did, or where they lived. They were all on HYDRA’s hit list.