The post-credit scenes for the movie featured a man with grey-blue skin using his powers to build a pyramid as masses of people chant 'En Sabah Nur' while four beings on horses stand in the background. En Sabah Nur would become the villain Apocalypse and the four beings on horses are his Horsemen of Apocalypse namely Pestilence, Famine, War and Death. Apocalypse's defining story arc in the comics is the Age of Apocalypse crossover. In an alternate reality, Apocalypse conquered North America and began a genocidal campaign to kill humans. Apocalypse is also involved in various story arcs in the mainstream reality and more information can be found here..
If you are interested in what is going on in the comics and dare to challenge 50 years of X-Men comics history, you may want to check out History of the X-Men.
More than one hundred mutants have been created in the comics. Some of these mutants are introduced in each movie. X-Men Roster lists all the members of the team in its history and Rosters features the X-rosters over the years. Check out potential new X-Men members for future movies!
You may also want to check out nomoremutants.com for more information about the X-Men.