James McAvoy's character, Kevin Crumb, is a psychotic serial killer with 24 split personalities, which he developed due to childhood abuse. He can alter his body chemistry in vaguely superhuman ways when alternating between personalities.
Kevin kidnaps three teenage girls and psychologically tortures them before ultimately killing two of them. Anya Taylor-Joy's character, Casey, is the sole survivor, and manages to escape because she was also a victim of abuse so Kevin feels "connected" to her and briefly hesitates when he attempts to kill her, allowing her to flee.
However, in the final scene, there's a big sequel hook: David Dunn, Bruce Willis' character from UNBREAKABLE, shows up as a police consultant called to help catching Kevin, who has been given the supervillain-ish name "The Horde" by the media. He even namedrops Samuel L. Jackson's Mister Glass, who is still in jail.