What most people didn’t choose hear is how Robert Downey Jr. introduced Brolin. He called Thanos the “next big thing”. You can see this for yourself in Marvel’s official video of the moment. This was meant to tease people to the next big threat the Avengers will face after they deal with Ultron, which will be Thanos in the third film.
Thanos isn’t in Age of Ultron, the story has no cosmic element (outside of possibly featuring the Time Infinity Stone). It’s entirely Earth-based, without aliens such as Thanos being involved. Ultron, his Iron Legion, Baron von Strucker, and even Quicksilver and Scarlet Witch are the villains in Age of Ultron. There’s no part for Thanos in the story Whedon is telling next May.
The Mad Titan is in two parts of this weekend’s Guardians of the Galaxy. He’s in the flesh early in the film, and as a hologram later on. The next time we’re likely to see Thanos in a movie is the Guardians sequel on July 28, 2017 before he makes it to Earth to fight the Avengers in the third movie.