Yes, there's another villain in The Avengers: Age of Ultron, but don't get worried - it's a small part. Basically it's the opening sequence, and The Avengers do battle with Baron Wolfgang von Strucker and his minions, including Scarlet Witch and Quicksilver. When they defeat and capture the baddies the Avengers head home and have a party.
We already knew who will be Quicksilver and Scarlet Witch - Aaron Taylor-Johnson and Elizabeth Olsen - but now we know who will be von Strucker. It's Thomas Kretschmann, a cool German actor who hasn't quite had a breakout role yet (he was the captain in King Kong). It's a small role in the movie - von Strucker is pretty much only in the opening, and it's part of the introduction of more important characters - but it's a part that carries the possibility of returning in future films. With the recent reshoots on Captain America: The Winter Soldier it may even be a part that debuts before The Avengers: Age of Ultron.
Who is von Strucker in the comics? He's a Nazi commander who came up against Captain America and Nick Fury a bunch during WWII. After the war he became the head of HYDRA, until he was eventually killd. And resurrected, of course. In the comics von Strucker has super-powered twin children - a boy and a girl - and that might end up being Quicksilver and Scarlet Witch's relationship to him in the movie. You have to imagine the WWII stuff isn't part of the character anymore, as that would make him about a hundred years old in the new film.