Beat the cream cheese with the sugar. (I did this in a small mixing bowl with my handheld electric mixer)
Add in the egg and vanilla and beat until thoroughly combined and mixture is completely smooth and creamy.
Pour the cheesecake batter over top of the brownie batter and spread out to cover the brownie batter in an even layer.
Drop the reserved brownie batter by spoonfuls over top of the cheesecake batter layer, then use a knife to swirl into the cheesecake batter.
Bake in the preheated oven for 15 minutes, then place a piece of foil loosely over top of the pan and continue baking for another ~30-40 minutes, until a toothpick inserted in the center comes out with just a few crumbs (no longer comes out with batter). *Note: The foil is necessary to avoid the cheesecake batter burning, but it needs to be laid loosely (preferably tented in the middle a bit) so it doesn't lay on top of the brownies or else the top of the brownies might stick to the foil.*
When done, remove from the oven and allow to cool to room temperature, then thoroughly chill in the refrigerator before slicing. (if you can't wait for them to be completely chilled, the only issue is that they won't cut as cleanly and they will taste a bit cakey, whereas after fully chilling they will have a more chewy consistency).
Store brownies in an air-tight container in the refrigerator.
When serving, you can eat these cold, room temperature or warmed up. When they're warmer, they have more of cakey consistency. When they're straight out of the refrigerator or have only sat out for about 10 minutes, they will have more of a chewy/fudgy consistency. Either way is delicious, which way you choose depends on what kind of brownie consistency you prefer.