WandaVision episode 2 teases a person's voice on the radio, and it's actually the series' first connection to Ant-Man and the Wasp. WandaVision's world is certainly not what it seems; it's a fake reality that she presumably created, as evidenced by the "episode" rewinding at the end. Considering all of the House of M similarities and the fact that Scarlet Witch's powers have come from an Infinity Stone, there's no telling how far her abilities can go in maintaining this world.
However, one thing that is undeniable is that there are people monitoring Wanda and Vision in the outside world, as evidenced by one person literally watching the in-universe show "WandaVision" at the end of episode 1 and another person trying to reach Wanda on the radio in episode 2. A person's voice can be heard twice on the radio - once when Wanda and Dottie were talking and another time at the end of the episode.
It's not explicitly confirmed whose voice is on the radio, but it sounds very much like Jimmy Woo, played by Randall Park. Park originally portrayed the character in Ant-Man and the Wasp; Woo was an FBI agent monitoring Scott Lang, who was put on house arrest following the events of Captain America: Civil War. Now he's working with another organization: SWORD.
Suffice to say, a lot has happened since Scott was on house arrest; Thanos' snap wiped out half of all life in the universe, five years went by, and the Avengers regathered to reverse the snap and defeat Thanos once and for all. Somewhere during that time, Jimmy Woo left the FBI and now appears to be working for SWORD, a new intelligence agency dedicated to protecting the world from extraterrestrial threats (it's been dubbed the space version of SHIELD) - at least, that was their purpose in the comics. Things are a bit different in WandaVision, seeing as the "SW" part of SWORD no longer stands for "sentient world" but rather "sentient weapons," which is a classification that could apply to Scarlet Witch.
It remains to be seen how SWORD's role in WandaVision plays out, but what's interesting is what Jimmy Woo was saying on the radio. Woo appeared to be attempting to make contact with Wanda, thus suggesting that they don't believe she's at fault. Furthermore, Woo asks who's doing this to her; since SWORD now targets "sentient weapons," so it's possible there's a weapon or device that's either creating this fake world or is interacting with Scarlet Witch's powers to create this reality. Then again, there's always a chance that the voice on the radio isn't Jimmy Woo's, in which case someone else may be trying to get in touch with Wanda, or something else is afoot.