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To conserve power for the fight, Tony, Thor and Vision rode inside the Quinjet as they flew to Sokovia to stop Ultron and save Natasha (and the world). Tony pulled Bruce and Thor aside "I'm Vision's dad, obviously, but which of you wants to be mommy?"
"What?" asked the other two men, Bruce sounding uncomfortable while Thor was just confused.
"Vision's a newborn. He's not a machine, he's a person, which means he needs parents and I'm not really fit to be a mother, I'm barely qualified to be a father so who wants the job?"
Thor's face broke out in a big grin. Finally, he had a child he could claim. No more teasing about being a fertility god without a brood. Bruce was even more uncomfortable, he had just told Natasha he couldn't have children. When Thor turned to him, Bruce jumped back "Let's flip a coin. If it's tails, You Win. If it's heads I lose." He did not want to settle this through combat, which is what he figured the Viking God would insist on.
Tony fought to suppress a smile, catching that logic trap, and gestured frantically for Vision to keep quiet, barey registering the fact his son heard the whole conversation about his maternity. Instead he asked "Does anyone have a coin or should I ask Friday to give us a virtual coin to flip?"
Clint offered one up, "Don't lose that, it's lucky."
"Alright, Katniss." Tony said "I'll flip the coin, Bruce has already called it." The whole team had to resist the urge to laugh when Tony called "Thor wins, Bruce loses. Viz, come and hug your mother." Vision obliged, his head filling with questions but ultimately deciding to follow the others' lead and keep quiet. Vision did suggest an alternative plan to that of Captain Rogers, using his phasing power to take out the engines before Sokovia could lift into the air. Thor enjoyed slaughtering Ultron's armies with his shield brothers, the battle reminded him of many he had partaken in with Sif and the Warriors Three.
After the fight, Thor and Tony met with the latter's lawyers to legally claim Vision. The usually stoic man, who had dealt with many scandals in his career, nearly fainted at the sight of three Avengers coming to him with a matter that, presumably, belonged in Family Court. Thor's alien status, Vision's synthezoid status and Tony... being Tony Stark helped immensely as the lawyer had to set several precedents (familiar territory for SI lawyers) to protect Vision's personhood. After the first meeting, the lawyer mused that he may have just met his future boss.
Once the matter was settled in Midgard, Vision went with his mother to Asgard. "What is this?" asked Odin upon seeing his son with something.
Vision bowed "I am called Vision."
Thor explained "He is my son." Odin cleared the court, leaving only Frigga, Thor and his grandson.
"Explain."
Thor told the tale of Ultron's rise and fall, "Son of Stark said that as we three were Vision's creators, two of us would be his parents."
Vision noticed that, like most of the Avengers, Frigga had caught Bruce's simple trick during the coin toss. Odin did not seem pleased with having Vision for a grandson, the synthezoid noted before curiosity got the better of him "I do not mean to be rude but do either of you know what this is?" He pointed to the Mind Stone.
The action refocused the All-Father on the part of the story where Vision was made using the scepter. "Tis an Infinity Stone." He told his son "You should not have allowed the scepter out of your sight." Thor took the criticism seriously, Ultron was born of his folly as much as, if not more than Vision. "That said, I am glad you saw fit to claim your son." He struggled a bit on the last word. To most of the Nine, a child was born of two people not created by three indirectly.
Eventually, Frigga convinced Thor to take his son down to meet his Uncle Loki. Vision was startled upon seeing his maternal uncle, "Were his eyes not blue during the Battle of New York?" A moment later, the answer came to him "It would seem the Mind Stone had played a greater role in that conflict than previously realized."
"Are you saying that Loki was-"
"Mind controlled by one who calls himself Thanos the Mad Titan." Vision hesitated, "At least, that is the impression the Mind Stone is giving me." While it was wondrous news, Thor was aware that his father would be difficult to convince.
"Let us share this news with Mother, perhaps we may right another wrong this day." If his son, wife and Infinity Stone-infused grandson all said his adoptive son was mind controlled, Odin might consider it.
While Thor and Vision were in Asgard, Tony crammed. Reading as many parenting books as he could get his hands on (which were a lot) in order to not be the deadbeat, bastard of a father that Howard was. Thor returned with glad tidings, sharing the joyous news of his brother's exoneration and at the same time, very dark tidings of the Mad Titan. Tony kept Vision at the Tower, away from Rogers and his lot after they exploded upon Thor passing on that message. Tony also dropped out of the Avengers and when Rogers (or more accurately Romanoff) tried to twist that, Thor helped the father of his child set the record straight on the matter of Ultron. The Avengers imploded while Tony was busy parenting, trying to get Vision to use doors and not phase through things was a seemingly never-ending struggle. He was just glad Friday and Vision identified as twins, giving them both someone they could truly connect to in a way Tony never could with anyone as a child.