Both Wanda and Vision have complicated histories in the comics. The pair met while on the Avengers and eventually fell in love. For quite some time, the "witch" in Scarlet Witch was completely literal--her abilities were magic based and, as such, needed to be honed with practice and mentoring by another, more experienced magic user.
Enter Agatha Harkness, another witch who helped Wanda learn better magic. In WandaVision, we’re convinced that Kathryn Hahn's Agnes is the MCU's incarnation aforementioned mentor witch. Back to the books, Agatha decided it would be worthwhile for her to grant one of Wanda's most unlikely wishes--you see, Wanda and Vision were in love and, for a while there, they quit the Avengers and became completely determined to live normal, human lives in a normal human community.
And part of being a normal, human couple was starting a family. But Vision was a synthezoid, or artificial human, and therefore, not able to organically have kids. So Agatha "magically" helped it happen and Wanda got pregnant, had twins, and for a brief moment, everyone was very happy. Watch the video above to learn more, and Mason's theories on what Wanda and Vision's twin babies could mean for the show and for the MCU!