"We already know from previous interviews and articles that Stark builds Ultron to give the Avengers a break from saving the world, in other words, a puppet.
The new bit of information we get from this trailer is that Ultron is gonna flip that script on the Avengers. Instead of Ultron being the puppet, he reverses that notion by saying to Stark and Co.
, "You want to protect the world, but you don't want it to change. You're all puppets, tangled...and with strings". This line is clever in establishing that "strings" to Ultron are motivations, the things that make us tick.
Thor wants to save Jane AND save Nine Realms, Cap wants to preserve liberty AND keep people safe, Stark wants to be a superhero AND a playboy.
As Ultron points out, our countless motivations are oftentimes at odds with each other, leading to a "tangled" situation.
Since Ultron has no moral compass (he's just a computer program) and a singular goal (Stark programmed him to save the planet), he's never "tangled" like us humans (especially individuals like the Avengers with enormous responsibilities).
As Ultron puts it "I've got no strings on me". Its remarkable the twist Whedon put on the Pinocchio theme.
He turns a song originally about being free to pursue a full life (albeit with the dark undertone of naivete and being taken advantage of) and spins the same message into a 3-dimensional motivation for a supervillain like Ultron.
Hats off to Joss."