Beria tried to introduce reforms in the brief period of time between Stalin's death and Khrushchev taking over. I doubt these reforms would've seen a major deviation from OTL.
The reason why there would've been no Cold War is the United States would've remained isolationist in its foreign policy outside of the Western Hemisphere if there had been no World War Two. There would've been no Marshall Plan, which gave them financial domination of Western Europe. The atomic bomb would not have progressed beyond testing stage and military technology would not have developed as quickly as it did in OTL without the Second World War. Also, Germany would've dominated central and eastern Europe. The Soviets would've never ended up in eastern Europe or gained the influence it did as the result of defeating the Nazis during World War Two.
Without the need to maintain such a huge military machine the standard of living for the average Soviet citizen would've improved much more than it did in OTL but I'm not suggesting they would've abandoned communism. More likely, they would've introduced something not unlike Hungary's "goulash communism" where limited private enterprise and political debate was tolerated.
If there had been no Second World War there would've been no Soviet intervention in Manchuria and Korea so I doubt Mao Tse-Tung would've won the Chinese Civil War and if there had been no Second World War the question of how China would've fared remains to be seen. Of course, a scenario where there is no Second World War doesn't rule out a Pacific War or a similar, more limited, war between Japan and the United States. A post-war Cold War scenario between the Soviet Union and the Japanese and/or Chinese may very well have occurred instead but I doubt it would've resulted in the same type of arms race as that which occurred between the United States and the Soviet Union in our time zone.
One unforeseen result of the Japanese defeat of the colonial powers in the opening stages of the Pacific War was that it blew apart the myth the white colonial powers were invincible. Once that myth was shattered the anti-colonial genie was released from the bottle and it couldn't be put back so if there was no Second World War that genie would still be in the bottle. Though I do believe decolonisation would've occurred I doubt it would've been as fast or as complete as it ended up being in OTL. And there would be no state of Israel, not least the Holocaust as we know it would never have taken place.
As for the question of Nazi Germany, I assumed that Poland was as far as the Nazis went and if that had been the case the Nazis were likely to have driven the majority of Jews out of the Third Reich, along with any other people they didn't like, and exterminated those who stayed behind. Thus, the Holocaust as we know it would never have taken place but genocide would've taken place against the Jews and the gypsies. Hitler would've been able to dismiss atrocity stories as exaggerations and communist propaganda so his reputation would've been battered but definitely not trashed beyond all recognition as in OTL.