Do not read if you don't want to be spoiled one what happens in avengers age of ultron
1) We do not see Loki in this movie. But there's a sense that he's up to something and perhaps failed (the mid credits scene hints at this).
Heimdall is in the movie. He's in two scenes. One is when Thor has a hex put on him and he sees the future, and Heimdall is telling him the end has arrived. He rages on about it. This of course is setting up Thor 3: Ragnarok. The second time Thor has a vision of him is when he seeks out the help of Dr. Selvig so he may enter the buried pool where Thor can access those visions again.
2) The Vision is one of the best parts of this movie. He is created by Ultron, as Ultron wants to drop himself and become sentient being inside of the Vision which is made up of human like Android cellular organic lifelike material. There are twists along the way, and The Vision is stolen from Ultron and instead Jarvis is uploaded into the Vision. But the cool twist is when the Twins show up to stop the Vision from coming alive because they fear he'll just be another Ultron, Thor shows up and brings him to life with his hammer and lightning. Thor tells the team that he's essential to the survival of earth. This came from Thor's visions and when he left to get more information about the hex visions he saw in his head. Ultimately The Vision destroys the last Ultron. And by the way, The Vision is powered from Loki's staff.... the mind gem is what The Vision has on his forehead. He's quite powerful. And He's VERY worthy, if you know what i mean!
3) Ulysses is the arms dealer in Wakanda who has a hidden vault of illegal Vibranium. Ultron takes the twins with him to discuss business with Ulysses about purchasing Vibranium. Ultron gets ahold of some and deposits BILLIONS into Ulysses bank accounts around the world. We'll be seeing more of him in Black Panther for sure.
There are many Ultrons in the movie, as you will see. He can be everywhere at once, He just takes himself from robotic body to body using the internet.
Ultimately, he has a last chit chat in a field with The Vision about the human race and it's extinction. The Vision obliterates him with his mind gem powers (huge light flash and he's destroyed).
Banner & Widow: There's a spark between them. They discuss marriage and kids and how neither of them can have them. Here you learn about Natasha's past, her torturous training and how they made her infertile at graduation. They care for one another and they talk about leaving a life together.
At the End, Banner is missing as he took the Quintet as the hulk and may have crash landed in the ocean somewhere. Fury tells Natasha about is possible crash site whereabouts.
The mid credit scene shows a dark scene, the point of view from inside a container. As it opens up, you see Thanos reach in and pull out the Gauntlet! It doesn't have any gems on it yet. But he does say: "I guess i'll have to do it myself" as he puts it on. I'm guessing this is a reference to Loki or The Collector or Ronan or someone failing to get him the gems...
Yes there are two distinct references to Phase III films... one is the Ulysses Klaue character. He's a big character in the Blank Panther movies. If i'm not mistaken, Ulysses k!lled Black Panther's father, which leads him to become the new Black Panther... the T'Challa that is.
The Mind Gem comes out of Loki's staff and is used to give The Vision life. It's not only what "powers" him, but also a weapon of sorts. He seems to use it to destroy the last Ultron. This ties in with the Thor movies and GOTG as the Infinity Gems are what leads to Thanos getting all of them, leading to Infinity Wars.... or possible GOTG sequels.
Starks visions (as per hex from Scarlet Witch), is... he sees mass destruction and all of the Avengers dead on the ground, lying onto of ruins. He sees Caps Shield cracked in half
Banner doesn't really have a vision... Wanda casts a hex on him that causes him to rage out of control in Wakanda and destroy everything in site. Stark shows up with Hulkbuster to stop him... or distract him until the hex wore off.
Black Widows hex: She flashes back to her training as black widow... if you watched Agent Carter, you get a sense of little girls f!ghting. Her spy training and f!ghting training started at the dance school.. It was a secret place for training young girls to become spys.
1) At the end, Tony and Cap have a conversation outside of the Avengers headquarters (Academy?). At the end, Tony drives off in his orange Audi R8...
Cap and Natasha talk about the new team, which then you see The Falcon, The Scarlet Witch in her new red outfit (different from the one in the trailers), Barton, and The Vision...
2) Big twists.... yeah... how Ultron is created was cool. But how The Vision was created, even cooler! How the twins switch sides. How many Ultrons there are.
3) Civil war - I think all the heated words between thor, Cap and Stark ... it's all dropping hints towards taking sides. Then at the end you see a new Team a.ssembled by Cap
The Vision wields Thor's hammer. Steals the scenes!
1) Thor chokes Stark because Ultron was created and is now running around the world inhabiting different robot forms. Out of frustration, Thor chokes Tony and calls him out on it.
2) I didn't see two much of the split personality angle. Banner and Hulk are the same as in the last movie. The difference is Hulk is more in control and can take direction from the other Avengers. He can be calmed down to Banner again by Natasha talking to him. A psychological thing.... where she also touches his hands to make him come down to Banner again. Hulk only rages out of control with Wanda puts a hex on him.
3) Thor stayed here after Thor 2. He seems to blend into civilian life (not shown, only referenced in jokes). He does leave to Asgard to investigate the visions he had when Wanda put a hex on him.
4) Nick Fury was in hiding. Seems like he was working with someone, tracking down leads, etc. He seems well informed. Even though they don't mention it... i wouldn't be surprised if he's in contact with Coulson at some point (a later AOS episode perhaps?) or maybe he's in touch with deathlok.
5) Yes, i would say so. When you think about what he is and what his philosophy is and what he wants to do... it's quite scary. "Ultron" like discussions have been in the news in recent weeks... Bill Gates, Elon Musk and Stephen Hawking have all warned us about AI and machines becoming aware. When you think of all this... he's quite scary. In the movie is just darn right cold and wants to destroy man. He thinks he's human.
Falcon and War Machine both show up at the party scene at Avengers Tower. Then they're both gone from most of the movie.
I have no idea where the Falcon went off to. Maybe i missed his dialogue about that. But War Machine shows up in a scene at the end when the Helicarrier shows up to evacuate the people of that city in Sokovia. He helps f!ght the many Ultrons in the sky and keep the Helicarrier safe along with Tony Stark.
At the end, Falcon shows up at roll call when they announce the new team.