The character first appeared in a 1968 issue of the Marvel Super-Heroes comic book as Major Carol Daniels, a member of the U.S. Air Force. While the character originally didn't have any super powers, she was exposed to an explosion of a Kree device that turned her into a human-Kree hybrid.
This is the first we're hearing about this character's inclusion in the upcoming sequel, and the news has not been confirmed by Marvel Studios as of yet, so treat this as a rumor for now. We'll be sure to keep you posted on any new developments regarding The Avengers 2.
Avengers: Age of Ultron comes to theaters May 1st, 2015 and stars Aaron Taylor-Johnson, Scarlett Johansson, Robert Downey Jr., Elizabeth Olsen, Chris Hemsworth, Chris Evans, Cobie Smulders, Jeremy Renner. The film is directed by Joss Whedon.