If you're confused by everything happening on the first two episodes of the Marvel series, you're likely not alone.
What's happening?
Our best guess is that Wanda has created her own alternate reality as a coping mechanism. Instead of accepting and processing the loss of Vision in "Infinity War," Wanda is living out her own perfect "what if" scenario with Vision that was ripped away from her before she could have it.
Without saying too much just yet, this lines up with a version of the comics. We're preparing for a heartbreaking reveal at some point this season.
There's just one thing that doesn't align with this scenario.
By the end of episode two, someone is trying to reach out to Wanda, asking her, "Who's doing this to you?" It's possible someone else is keeping Wanda locked up in an alternate reality so that she's living in her own Truman Show.
We see someone overseeing and watching Wanda's life at the end of the premiere on a TV monitor. Someone may be trying to keep her happy because they know (and/or fear) that Wanda's one of the most powerful Avengers.
If Wanda isn't processing Vision's loss in a healthy way, her powers may be unstable. If she chooses to use them while depressed or upset, she could likely wreak havoc. We've already seen how Wanda has acted out in "Age of Ultron" after losing her brother. Imagine how that could be amplified by Vision's loss.
If that's the case, some mysterious figure, or figures, could be trying to placate Wanda in order to prevent her from using her powers during this vulnerable time.