When Natasha and Yelena break Alexei out of prison, we get a good look at the various tattoos he's acquired over the years. One of these will only make sense if you can read Russian.
On Alexei's bicep, you might notice two roses. Underneath the flowers are the words "Наташа" and "Елена." Translated into English, these words are actually names: "Natasha" and "Yelena," respectively. This shows that all of these years later, Alexei always remembered the two girls who pretended to be his daughters while they lived in the United States.
It's a vital Easter egg because Alexei, Natasha, Yelena, and Melina Vostokoff (Rachel Weisz) weren't a biological family. They were put together by villainous forces to spy on Americans, and after they escaped from Ohio, they didn't see each other again until the events of "Black Widow." It would be easy to assume Alexei didn't form an emotional attachment to his faux daughters, but as his tattoo attests, he always carried a part of them with him.
