Nick Fury is older than he looks.
So is Coulson, actually.
When they made the first experiments with the New Super Soldier Serum, in the fifties, they were the firsts on the list. Coulson in part because he was a huge Captain America fan, had been since his childhood. That he was doing it for his country came in close second. Nick, well, he had something to prove.
The experiment failed, in a way. It didn't give them any super-strength, although it did slightly better their reflexes. It also slowed their growth, doubled their lifespan. The government planned to take full advantage of that, of course, until the disaster of the Lazarus Experiment put an end to that. There would be no more attempts on the Serum for a couple of years to come. Their files were closed and they were hired as agents for the Strategic reserve, and that was that.
Nick Fury never married.
Well, Canton put forth the idea, that one time, but it turned out neither of their respective superiors were much for this so the idea was put on the ice. Then there was the creation of SHIELD, and Nick Fury eventually took Sir Lethbridge-Stewart's place as the director, and then there wasn't much time for anything else. When the appropriate laws passed in New York, Canton laughed it off and claimed he was getting a bit too old for this.
Nick Fury has a sense of humour.
And isn't that the most surprising thing on this list. He knows full well he creeps the hell out of everyone, and he keeps doing it because scared subordinates are efficient. And hilarious. Also, he enjoys torturing the new recruits by making them work with Stark, or assist with Thor's training, or "keep an eye" on Hawkeye. And yes, he does make eye jokes on purpose, just to see the new staff squirm and wonder whether it was intentional and if they should laugh. (Hint: they should not laugh). Hill and Coulson long since know to just roll along with it, because as long as the staff thinks that the boss is terrifying, they're not aware that other, quieter agents are far more dangerous. And to see annoying elements (read: Tony Stark) get their asses handed to them by the pretty receptionist who-is-secretely-a-spy, isn't that a laugh.