From the New Trailer Fury doesn't know some of SHIELD's big secrets.
The information has to be an event or person or artifact that was available at that time or happened during that time period prior to the modern day.
1. Well we know he doesn't know about HYDRA.
2. We know he doesn't know that SHIELD has a Kree corpse in a hidden facility.
3. We know he doesn't know about Hank Pym. This is being truth tested now.
4. He may not have met or known Peggy Carter.
What else doesn't Fury know at the time of this movie?
Added after the initial post:
** Fury didn't know about Ghost. But if I recall Ghost was used as a weapon ala the Winter Soldier. But was it HYDRA or SHIELD sending Ghost out on missions? Ghost has been fact checked and edited off the list. **
5. Fury didn't know that the SS serum had been stolen by HYDRA and given to the Russians.
6. He doesn't know that Elastica is Britpop, not grunge. **** This is under further review!
7. Fury doesn't know SHIELD has the Tesseract. SHIELD probably doesn't know that The Tesseract is alien in nature also. That's not on Fury.