Pietro Maximoff aka Quicksilver was one half of the superhuman twins abducted by the High Evolutionary. As the story goes, they were abducted when they were babies, experimented on to achieve undesired results, and then returned to their parents Django and Marya Maximoff in Wundagore. As for all mutants, their abilities were realized and manifested when they reached puberty. In the unfortunate incident of Django being attacked by villagers because of stealing food to feed his family, Pietro used his hyper speed to escape with his sister Wanda Maximoff aka Scarlet Witch. For a few years they lived around Europe as nomads, under the radar.
Even as a young adult, Wanda was not able to control her powers. As a result ,she accidentally causes a house to burst into flames, and the townspeople reacted in violence thinking that she was a witch. Although Pietro tried to help them both escape, they were overpowered and just as they were about to be sentenced, they are rescued by Magneto, who also convinces them to join his team - the Brotherhood of Evil Mutants. It is with the brotherhood that they were given their aliases Quicksilver and Scarlet Witch. They fought with the brotherhood for a few months, even against the X-Men for a while until Magneto finally met his match - an alien being called Stranger. Stranger defeats Magneto and transports him to outer space. It was then that the twins decide to quite the brotherhood.
Later on, the twins discover the Avengers and go on to seek help from them. They are recruited into the squad and molded into and trained to become better people and superheroes.
In the Marvel Cinematic Universe storyline, Pietro and Wanda join the Avengers upon learning about Ultron's maniacal plan to destroy humanity. In the battle against Ultron, Pietro sacrifices himself to save Hawkeye. Wanda then joins the Avengers in their other battles, surviving the Snap and finally defeating Thanos.
A fun fact about Quicksilver and Scarlet Witch: Although they are believed to be the children of Django and Maya Maximoff, it is later revealed in the comics that they are actually the children of Magneto.