VisionQuest closes the trilogy that began with WandaVision and continued with Agatha All Along, and it leans on characters from Marvel films going back to 2008.
The three you need
Avengers: Age of Ultron (2015) is where Ultron is built and Vision is born. WandaVision (2021) ends with the White Vision recovering his memories and flying away — the Vision this series follows. Agatha All Along (2024) ends with Billy saving the soul of his brother Tommy, who turns up here as an eighteen-year-old in London.
Worth it if you have time
Avengers: Infinity War (2018) is Vision’s death. Iron Man (2008) introduces J.A.R.V.I.S., voiced by Paul Bettany, the workshop arms D.U.M.-E. and U., and Raza of the Ten Rings. Spider-Man: Far From Home (2019) is where E.D.I.T.H. comes from. Captain America: Civil War (2016) is where Vision and Wanda grow close.
The short version
Marvel’s own featurette, From J.A.R.V.I.S. to Vision, covers his whole story in under three minutes. It is on the videos page.