She's mentioned in Stryker's computer in X2 and she is indirectly mentioned in a deleted scene in X-Men: Days of Future Past.
Mentioned but not in it.
There was a little girl in First Class that could be interpreted as Wanda because she looks like a younger version of her and is Peter’s sister. However for age reasons and the fact Magneto is likely not her father, the sister is likely an Easter egg.
You're mistaking the movie. It was X-Men: Days of Future Past. And it was confirmed that little girl wasn't really Wanda. Wanda is somewhere else, implying Quicksilver has another sister...
So would that little sister be Polaris? I have been waiting for that character...
I just think that's his sister. Doesn't need to be a very important comicbook character.
What do you think?