Yay I don't think MF is Ven either, but I also don't think it's Ansem The Wise. . . I think The Mysterious Figure is Master Eraqus.
Master Eraqus was defeated by MX, with his heart going into Terra.
I know I played the game, but I'm thinking ('cuz I already got into a dicussion about whether or not Eraqus has a Nobody). . . what if when Master Xehanort stuck down Eraqus, and his heart found refuge in Terra's heart, what if a Heartless was created. . . obviously it has to be a pureblood so it probably appeared in The Realm of Darkness, but his Nobody (if I'm right) could of appeared in The Land of Departure (Since it's an In-between world). I actually think I a pretty good theory here, but this is just a theory. . . there's no guarantee that it's true, but thats what I think.