The Scarlet Witch and her twin brother Quicksilver
At the conclusion of Captain America: Winter Soldier, we see two ending-credit scenes. The first one relates directly to the second Avengers movie, which is currently being filmed. This article will explain for those not familiar with the Captain America mythos from the comics. This means of course, that THERE ARE SPOILERS BELOW...so watch your step or you might step in some. Spoilers are hard to get off of your shoes...
You were warned, here we go...
At the conclusion of the new Cap film, we see two evil-looking types walking around a secret base/laboratory talking about how HYDRA (which they are clearly a part of) is bigger than the relatively small part taken out by Captain America and company in the movie prior to the end-credit scene. While not named, the leader of this facility speaks with a German accent, and wears a monocle. In Marvel Comics, one of Nick Fury's and Captain America's main HYDRA foes is a Nazi war criminal named Baron Wolfgang von Strucker, who takes over HYDRA from the Red Skull. The HYDRA leader in this scene is clearly Strucker. As they walk through the facility, we see that he is in possession of the scepter used by Loki in the Avengers movie, which is believed to contain a piece of the Tesseract (also seen in the Avengers), And he is talking about subjects of various experiments that did not survive, and then he points out two who did survive, whom he refers to as "The Twins."
We see a male and a female, in separate cells. They both have powers. The male (played by Aaron Taylor Johnson) seems imbued with super-speed powers, while the female (actress Elizabeth Olsen), is levitating cubes or squares, and at the end of the scene, makes one of the cubes explode.
So who are these "Twins?" The answer is both simple and complicated. If you are following the news out of the filming of the new Avengers movie, you can see that they are both in the thick of the fighting in that film, and that they are the Marvel characters Pietro and Wanda Maximoff, better known as their super-codenames as Quicksilver and the Scarlet Witch. In Marvel lore, they are the mutant twin children of the X-Men's main foe, Magneto. In the early X-Men comic books (Issue #4, to be exact), they join Magneto's Brotherhood of Evil Mutants to battle the X-Men. They leave the super-villain set after a few issues, and then appear in Avengers #16, as Captain America's new recruits into the Avengers. After joining the Avengers, these super-powered twins become best known to comics fans as super-heroes and as Avengers. Pietro later marries the ex-girlfriend of the Human Torch (of the Fantastic Four), but that is another (pretty good) story. The Scarlet Witch goes on to marry an android, and that is a kind of weird story...But we are getting sidetracked here. Back to the Captain America movie...

1st Appearance of "The Twins"
That was the simple part. Now for the complicated part. A long time ago, in a galaxy far, far, away, Marvel Comics was running out of money. To raise funds, they sold the movie rights to some of their best-known franchises to several movie studios (like Fox and Sony), and thus lost the rights to put those characters in their own (future) movies. Among the franchises now lost to Marvel Studios include the Fantastic Four, Spider-Man, and the X-Men. And not just those title characters are lost. The deals struck with those other studios give them the movie rights to pretty much any character associated with those franchises. That is why Spider-Man and the X-Men did not help out the Avengers fight Loki and the alien Chitauri invaders in the Avengers movie, for example. So, diligent reader, do you see the problem with Pietro and Wanda? They both first appeared as characters in the X-Men comics, just like their dear, old dad, Magneto. And both characters are set to appear in the upcoming X-Men: Days of Future Past film later in 2014. To accommodate both franchises, though, Fox and Marvel made a deal. They both could use the characters, but reportedly, Marvel cannot refer to "The Twins" by their superhero codenames, nor can they reference being mutants or Magneto's children.
From what we see in the scene in Captain America, Strucker indicates that the powers we see the twins manifest are related to experimentation on them and some sort of influence from Loki's staff. So that takes out the mutant angle, and as long as they are not called Quicksilver and Scarlet Witch, it looks like Marvel Studios can use them. Here is a picture of The Twins in action on the set of the new Avengers movie.