With all the spooky visions lurking in David Haller's head, it's difficult to tell who the real villain is on Legion. However, one character seems to be rising above the others as the Big Bad. Who is The Eye on Legion? The perm-haired man who captured David's sister Amy has a history with mutants.
The character is played by Mackenzie Gray, and listed as "The Eye" on IMDb, though there wasn't much info about him on the series until Episode 3. According to Melanie Bird, this man works as an agent for Division 3, a government organization that she wants no part of whatsoever.
Melanie also alluded that his name was Walter, and that her husband Oliver discovered him while recruiting mutants. Walter, according to her story, was not like the others that they found. He wanted to hurt others. The story was rather vague, so it's unclear as to whether or not Walter is The Eye, or just connected to the story of The Eye.
Does that also mean that Walter is a mutant? I don't think so. I get the idea that he encountered Cary and Oliver because he was looking for mutants too in order to hurt and/or study them. Perhaps Division 3 gave him what Summerland wouldn't.
In Wednesday's episode, The Eye seemed adamant about making Amy understand that David has supernatural abilities, not mental health issues. At the very least, he's some kind of mutant truther — and happens to be right. What's also unclear is whether or not the Eye is working independently of Division 3 at this point. The Division 3 interrogator played by Hamish Linklater in the pilot episode served a similar purpose, but was not quite as sinister. All in all, the mystery is unfurling slowly on Legion, so hopefully more will be revealed about The Eye and his nefarious purpose soon.