There was a character who went by "Mr. Blue" for a majority of the movie. This character was played by Tim Blake Nelson. His characters name was Samuel Sterns.
I found the following information on IMDB and Wikipedia.
"The Leader" is a supervillain named Samuel Sterns.
He was the janitor at Bruce Banner's lab when he was hit by the same gamma radiation that turned Bruce into the Hulk. His skin turned green and his brain grew five times its size, to the point that it protrudes from his skull.
The Leader is obsessed with gaining the Hulk's strength for his own use.
We left the theater with that as an unanswered question in our minds. I found out as much information as I could without spoiling the next few movies and I thought I would share.
For those of you wondering, this new generation of Marvel films aren't that bad. Much better than any of the Spiderman movies that I did not like.