All of us are really excited about Avengers: Age of Ultron and theories goes everywhere, but while the day arrives, we can continue dreaming with them - take note of this phrase -
I'll begin saying that there are many scenes that apparently happened in the past. Many people have consider this is related with the Time Gem and some others that it will be Scarlet Witch's powers, but my theory goes this way:
Every Chitauri had a connection with each other, that was clear when all of them fell after Tony sent a gift (bomb).
According with Ultron profile, he is part of that Chitauri's tech and must have all information related with the invasion, even the existence of Loki's Scepter (Mind Gem).
So, when Ultron escape from Tony's lab, he looked for the Scepter and in the process, found the twins - double price -.
Considering that even though Mind Gem made humans like puppets, in a certain way they didn't lose consciousness at all of what they're doing - Selvig knew and included how turn his machine off -, so Ultron planned a different use for the Scepter:
He touches Cap, Black Widow, Hawkeye, Thor and Bruce with the Scepter and instead of controlling their minds and obtain information he can use against them, he "send" their minds to each one's past and take advantage of specific feelings...making them their own enemies.
What would made Cap the happiest man on earth? Been in the past and dance with Peggy...
What would be one of the weirdest moments for Black Widow? Maybe when "somebody" take her and experimented with her special skills, as she told Loki...
How different could be Budapest in Hawkeye's mind?? Maybe in that forest is one of the worst battles...
What would affect Thor more that feel unworthy - without Mjolnir - and appear in a strange cave???
And finally, but not less important, return Bruce to the time he feels impotent before his anger and "the other guy"???
At this point, we haven't mentioned Tony and why he seems to be out of this equation. Well, he's not. Actually, he's in it. In Avengers, he couldn't be controlled by Loki because of Arc's reactor and even though he removes it at the end of Ironman 3, he won't be as silly to not have a plan B, just in case.
In addition, Tony is technically Ultron's father and who had him tied, so, what can be better that let Tony see how powerful he becomes with the Scepter and the Twins.
Here is another consideration: most avengers can be trapped in their minds remembrances, maybe resting on a bed or in the building in the mountains, but Bruce has to deal with The Hulk and that's because of that he appears out of control and Tony had to use the Hulkbuster in order to try to help his friend, while Fury looked for Natasha and at the end, she help stopping Hulk, just like Betty would do.
How did Ultron touch the Avengers with the Scepter?? I think he take advantage of Quicksilver speed, when they came for some kind of mess Scarlet Witch did.
As I said, this is a theory I made considering what we could see in the trailers Marvel releases.
Give me your opinion...
Do this make any sense for you???