During an interview with Michel Martin on the radio program "All Things Considered," Danai Gurira (Okoye) said that the language spoken by Wakandans is a real language, Xhosa, a South African language characterized by clicks and glottal stops: "It's the same language that is native to Nelson Mandela. It's from the Cape region of South Africa. And Mr. John Kani, who plays T'Challa's father, T'Chaka, he's Xhosa. And so he - they started and agreed to that language being the language of Wakanda in Captain America: Civil War (2016)."
The horse used for the rhino shots was a Clydesdale. They have the same gait as a rhino, so their hips move similarly.
While in London (UK) promoting the film, Martin Freeman introduced his young son Joseph to his co-star Danai Gurira who played Okoye, the boy's favorite character in the film. According to Danai, the boy was so entranced by the experience he would not let go of her hand. Danai was deeply touched by how the film had so completely captured the imagination of one so young.
The Dora Milaje translates to The Adored Ones, a group of female soldiers who protect Wakanda. In the comics, each of the tribes sends their most powerful female fighters to join the Dora Milaje guard.
In response to being asked what it felt like being one of the only few non-black actors on set (and sometimes the only non-black actor on set), Martin Freeman said "You think, 'Right, this is what black actors feel like all the time?'" Freeman and Andy Serkis were known as the "Tolkien white guys" on set, since they also starred together in The Hobbit films.