Who she is: Scarlet Witch, a.k.a Wanda Maximoff
Her power: Wanda is a powerful telepath and telekinetic, who can manipulate energy and release it in force blasts, or use it as a shield in defense, among other applications.
Her story: After she and her brother, Pietro (a.k.a. Quicksilver), watch their parents die during a shelling of their home in Sokovia—from bombs made by Stark Industries—the siblings undergo experiments supervised by Hydra commander Baron Von Strucker, in which they are transferred energy from the scepter once belonging to Loki. These result in their developing their powers, at which point they begin fighting the Avengers, and initially join forces with Ultron in an effort to take down the superheroes (as shown in Age Of Ultron). However, upon realizing Ultron actually intended the destruction of humanity, they join forces with the Avengers to defeat him. Pietro is killed during the battle, and Wanda ends up joining the new iteration of the Avengers. However, she sides with Captain America in the Sokovia Accords split, and is jailed after battling Iron Man’s team.
Played by: Elizabeth Olsen
Currently, Scarlet Witch is: Presumably on the run, having been freed by Steve Rogers at the end of Civil War.
Where will we see her next? Unknown, other than the everybody-and-the-kitchen-sink cast confirmed for Avengers: Infinity War.