PINNAZ

Red Menace is believed to be Nikolai's alter ego, though I really disregarded it as anything important during the time. But with the Red Scarf everyone has been raving about, maybe it's not something we should be looking too far into. The red scarf may just be Nikolai, eventually amounting as the Red Menace in WW2, showing his true colors for his own little revolution against the communist party. He did drive a slow rage going through many Wives that were affiliated with the communist party,  killing the next men in line... 

Or has this been established? If so then it's not really a big deal. It serves as a throw back.