The Mysterious Fugure is connected to the oragnization (subtly that is) and came from the future. Read what I found out about the keyblade he gives you: No Name
The Keyblade is predominantly colored in different shades of blue and is decorated with elaborate, spiky shapes. The tip of No Name appears to be a stopwatch, while the teeth are diamond shape spikes that are connected by a black web structure similar to the design on the base of the top spire of Memory's Skyscraper. The Keychain shares the time theme represented in the blade, as the charm on the Keychain appears to be an hourglass. The shaft of No Name resembles the weapons used by the Unknown, and the blade features an ever-present glow.
The combination of light and dark colours seem to bear a resemblance to certain designs of Organization XIII. This makes sense as "Unknown" has some similarities to the members. Another hint to the connection of Organization XIII is that the sum of both the magic and strength boost equal 13 (6+7).
Now for the numbers in the last sentence, check it:
Organization members that use mostly Element Magic to attack.
Axel-fire
Larxene-lightning
Vexen-ice
Xaldin-wind
Lexaeus-earth
Demyx-water
Organization members that used mostly their weapons to attack:
Xemnas-ethereal blades
Xigbar-arrowguns
Zexion-lexicon
Siax-claymore
Luxord-playing cards
Marluxia-scythe
Roxas-keyblades
7 weapon users=7 attack points. 6 magic users=6 magic points. Very clever >=3
im not sure if SE or nomura is that clever but good connection you;ve found non the less