Here is what you need to know: The son of Odin, Thor, did not become a woman, the wielder of Mjolnir is a woman, so now she has the power of Thor. The real Thor is no longer worthy to use Mjolnir. Now he is using his old axe Jarndjorn.
Steve Rogers(Captain America) did not change his race, he is getting older fast because of something weird with the serum. So Sam Wilson(Falcon) is replacing him as Captain America.