Kurt Wagner (also known as Nightcrawler) is the product of Mystique (Raven Darkholme) and Azazel. He was most likely born and conceived in between the movies X-men First Class and X-men Apocalypse.
In the comics, he is born blue, like his mother, but a tail like his father. Margali Szardos allegedly found Kurt an hour after his birth, in a small roadside shelter with his father unfortunately lying dead on the road outside. Later, she found that Mystique had thrown Kurt into a well, after a large mob learned of Kurt's existence. Azazel said later that he managed to teleport to Kurt in time, to save him from the fall.
Margali was a lover to Azazel, so after she found Kurt, she decided to take him to work in the circus, where she worked as a fortune teller. This turned out to be a safe place for Kurt, because the circus had no prejudices against mutants. Margali was technically his foster mother, but no one made any official documents stating they had adopted Kurt.
Kurts powers include night vision, ability to stick to walls, camouflage in shadows, prehensile tail, teleportation and he is very good with a sword. He has many of his fathers powers, but they are on a much lower degree.
He is also very Catholic, which is why in X2, you see him in a church after he just attacked the president.
Have any questions? Comment them! I also take requests for anyone who wants me to explain the origins of other X-men characters. I do include other Marvel characters such as the Avengers as bonuses.
I got most of my information from Wikipedia, but my intention is to shorten it for you guys so you don't have to do too much research.
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The X-men's Past
AdventureFor those who haven't read the comics of X-men, you can comment a person for me to tell you about. This will include an in-depth version of the characters past that you haven't seen in the movies. Example: Kurt Wagner, Hank McCoy, and others.