Iron Man came out in 2008 and its success wasn’t exactly a sure thing. But it WAS a big hit and it spawned a massive, interconnected, industry-changing monster; “The Marvel Cinematic Universe“. Avengers: Age of Ultron is the 11th movie set in the MCU, and it includes stories of the other Avengers — the Captain America, Thor, and Iron Man films. The MCU includes three TV series (Agents of S.H.I.E.L.D., Agent Carter, and Daredevil), a ton of tie-in comics (31 issues in total!), not to mention the five short films available only on home-video releases of movies.
FYI, you kinda need to have SOME knowledge of almost all of that MCU in order to get Age of Ultron. New York magazine put together a cheat video that pretty much gives you all you need to know. But really, in the end all you need to know is, they all fight the bad guys, things blow up and there’s enough of a cliff-hanger to get you (and your kids and their kids) coming back for more. Watch.