The first time we caught a glimpse of Vision was when Marvel released on the course of two days a puzzle with all the main Avengers, including in here newcomers Scarlet Witch and Quicksilver. However, back then, Ultron's creation was levitating in the far background, with his back to the viewer - in a way, it wasn't seen at all. However, later on, Marvel revealed Vision in his entire splendor, a concept art praised by all the fans.
Who is Vision?
His story, from Avengers: Age of Ultron, revolves around the entire plot of the movie - Tony Stark tries to jumpstart a peacekeeping program, most likely from the times when Hank Pym was still in his prime (thus connecting the origins of the movie's Ultron with the comic book origins). However, things go wrong an Ultron is created - and when Ultron becomes independent and plans the destruction of the world, he creates Vision.
So, basically, Vision is a bad guy?
Yes, pretty much like Scarlet Witch and Quicksilver, but only for a part of Avengers: Age of Ultron. In fact, just like the twins, he also becomes an ally of the Avengers and, in the end, he is the one who spots a breach in Ultron's defenses and brings his downfall.
