In Avengers: Age of Ultron Strucker was a HYDRA agent that was at the facility with Loki's scepter. It seemed that the Avengers knew who he was, but I was at a complete loss as to who he was. What was actually known about Strucker?
Baron Strucker is a long time villain in Marvel comics and as per my knowledge he is quite under used in Marvel Cinematic Universe (Specially movies). For better understanding you need to know his all appearances.
Appearances Within Marvel Cinematic Universe: +
Captain America: The Winter Soldier (Mid-credit scene)
Avengers: Age of Ultron
TV series ( Agents of S.H.I.E.L.D.)
The Writing on the Wall (mentioned)
The Frenemy of My Enemy (mentioned)
Tie-in Comic : Avengers: Age of Ultron Prelude - This Scepter'd Isle
In The tie in comics, we get to know that how Struker infiltrate S.H.I.E.L.D. to get his hand on Scepter using Mark Smith and bring it to Sokovia for experimentation. He then experimented on Chitauri tech and Scepter there. Asked volunteer from rioters and only twins get survived from experimentation.
And then its connect to Mid-credit scene of Winter soldier
After that he is just mentioned in few episode of S.H.I.E.L.D. and his commemorates appear in it.
In short: Strucker was the sleeper agent of S.H.I.E.L.D. (Working for HYDRA), becomes one of HYDRA's leaders after the death of Alexander Pierce. Between the time of Avenger 1 and 2, he experiment on the scepter and made two
mutant superhuman twins. And after the event of Winter soldier S.H.I.E.L.D. and Avenger work together to eliminate HYDRA and what we see in the start of AGE of Ultron, it was suppose to be last of HYDRA base they know. Struker's full Marvel Cinematic Universe summary can be read here.
Note: It is also speculated that Maximoff Twins were partially inspired from Fenris Twins (Struker's own twin children from Comics).