The trailer of "Avengers: Age of Ultron" had a shot of Earth's Mightiest Heroes sharing light moments in a party of some sort. When the camera pans out as a zombie-like Ultron lumbers in, there is a 'mystery girl' seen right next to Thor. 

(Photo from Newsarama)

The mystery girl is in a blue dress, third from left. Others in the picture (from left) are Bruce Banner/Hulk, Black Widow, Thor, Steve Rogers/Captain America, Maria Hill, James Rhodes/War Machine, Tony Stark/Iron Man and Hawkeye.

It should be noted that there were other 'suspects' and there really was an "investigation." Newsarama gave the details:

"At the 0:37 mark - the Avengers and guests are enjoying some down time together (as seen in the Comic-Con footage) and about to be confronted by Ultron Mark I for the first time."

As they rounded out the characters, they note that:"a third female - standing to the left of Chris Hemsworth's Thor. Who is the actress and what character in the Marvel Cinematic Universe would rate to be included in one of the most exclusive dinner parties on the planet?

At first, tiny glance she appears too tall to be Natalie Portman's Jane Foster, and too brunette to be Gwyneth Paltrow's Pepper Potts. Jamie Alexander's Sif?"

A blown-up shot eliminates the other prospects and yields a more accurate conclusion!

It's Claudia Kim (aka Kim Soo Hyun), the South Korean actress reported to join the sequel. Marvel eventually confirmed that she really is the girl in the video. 

But the big question is, who is she playing? Marvel wisely kept that a secret! 

From one of our previous reports, we have this information: 

(from Screenslam via Comic Book Movie):"I am a doctor/scientist who is friends with Tony Stark (Robert Downey Jr). But I can't give you more information; my lips are sealed for now. It's very secretive,"

Newsarama gave a little more to chew on: 

"Whatever her allegiances, one possibility for her character is S.H.I.E.L.D. agent Monica Chang. The character debuted in the Ultimate Universe, a significant influence on the Marvel Cinematic Universe, and was later introduced into the mainline Marvel Comics world.

Her job there? Well, she's the head of S.H.I.E.L.D.'s AI (artificial intelligence) division. In fact, her division, which also featured upcoming MCU stars Hank Pym and The Vision, was created during the comic book event called, you guessed it, Age of Ultron."

Of course, with SHIELD being compromised, she could end up as a villain! Or a love interest..or both. 

We have to wait until May 1, 2015.