There are many outstanding mysteries in the Kingdom Hearts franchise. As its story uses a compounding narrative approach, every entry contributes something to the series’ overarching lore. This has irritated its fair share of fans and contributes to new players struggling to penetrate later games. Still, when someone recognizes a detail brought up in a later Kingdom Hearts title as something from an earlier one, there is a sense of pride in keeping up with the full picture that is Kingdom Hearts. Kingdom Hearts 3 and Kingdom Hearts Union Cross in particular have left many threads dangling for Kingdom Hearts 4 and other games to pick up.
One of the most detailed mysteries so far is the Nameless Star found in Kingdom Hearts 3’s Final World. Sora, and later Kairi and Riku in Melody of Memory, stumble across this soul clinging on to existence. She tells the heroes what she knows about Quadratum, and asks Sora to help Yozora - whose heart is said to not be his own. The Nameless Star cannot help any further, as her heart and identity have been stolen. Kingdom Hearts 4 is expected to divulge more on this enigma, but according to series director Tetsuya Nomura, fans have already met the Nameless Star in another life.
The Girl from Verum Rex
Previously, a common guess for the Nameless Star's identity was the dead Strelitzia from Kingdom Hearts Union Cross. That theory has since been shot down by her appearance in the Kingdom Hearts 4 reveal trailer. All that fans know about the Nameless Star is that they knew Yozora, are from Quadratum, and the Star is an existing Kingdom Hearts character. Its most likely identity is the girl seen in the Verum Rex game trailer at the start of KH3’s Toy Story world. This girl is seemingly being kidnaped by the Gigas forces, likely a metaphor for how she ended up in the Final World. However, as the Quadratum cast has not been detailed yet, this connection doesn't give fans a lot to work with.
Subject X
It would not be a Kingdom Hearts mystery without several compounding layers. A girl of around fifteen years old is mentioned in the Secret Reports and side cutscenes of Kingdom Hearts 3. This young woman, only referred to as Subject X, was an amnesiac found in Radiant Garden during Terra-Xehanort's time as an apprentice of Ansem the Wise. She was initially unable to speak, but eventually began to regain patches of her memory, describing her home world like it was a fairy tale, and recalling four friends and a key. She also remembered the phrase, "May your heart be your guiding key."
Several people, including Lea, Isa, and Xehanort, all took an interest in Subject X. Lea and Isa wanted to break her out, while Xehanort ran tests to help her recover her memory so that he could get his own back. Before Xehanort could perform an experiment that risked mental fracture, Ansem found out about his inhumane practices and ordered the release of all subjects. The last sighting of Subject X was of her being taken away from her cell by Braig, Xigbar’s human form who is later revealed to be Luxu. Luxu is the only character who could feasibly send someone along the same path to Quadratum as the Master of Masters, so Subject X could have become the Nameless Star in the years between Birth by Sleep and KH3.
Master Ava
None of that means these two mystery characters are the same, but it does highlight the only two named and missing young women in Kingdom Hearts. The first is the Foreteller Ava, one of the ancient Keyblade Masters from Kingdom Hearts Union Cross. She is an apprentice of the Master of Masters and the founder of the heroic Dandelions. She is also the only Foreteller not accounted for, with the other four Foretellers, Luxu, and seemingly the Master of Masters appearing in secret videos at the end of Kingdom Hearts 3. Ava's absence is excused by Luxu saying she had already fulfilled her purpose, but what that means is unknown.
Subject X's statements about her memories point squarely at her being a Union Cross character. The plot synopsis for the original Kingdom Hearts Chi explicitly calls the original conjoined world one of fairy tales, matching Subject X’s description. The other four Foretellers cleanly slot in as four friends, and Luxu would not be included due to their last interaction being violent. Ava is also not much older than the young Keyblade wielders she led. This, combined with her lack of an unmasked character design, marks her as a suspect for being Subject X and/or the Nameless Star. Luxu wanted the Foretellers to remain hidden until the right moment, so even if Ava is not Subject X, she may have been sealed in Quadratum and eventually became the Nameless Star.
Skuld
The other likely suspect to be Subject X and the Nameless Star is Skuld, one of five Union Cross leaders who survived the ending of Kingdom Hearts Union Cross and traveled to a different time and place. She could have lost her memories in the same way Ventus did. That said, Skuld’s appearance in Union Cross does not match the Verum Rex girl’s, even if the introduction of swapped hearts means that isn't a major concern. Subject X was last seen with Braig, and even if he recognized Skuld it’s doubtful he would go so far as to seal her in Quadratum. Due to her situation, it makes sense for Skuld to be Subject X, but that leaves the Nameless Star and the Verum Rex girl unaccounted for.
If either Ava or Skuld was stripped of their memories by Luxu, sent to Quadratum, and then killed via the removal of their heart, they would have become the Nameless Star. The only other pertinent detail is that the Master of Masters intends for Ava to be possessed by one of the remaining seven Darknesses. Her strong heart should resist its influence and allow light to easily destroy it, but that process could separate her heart from her body like Vanitas’ first death did for Ventus. Ava could have been the guinea pig for this and became the Nameless Star. Skuld has evidence pointing toward her being Subject X and no one else. These mysteries will be debated in the fandom until answers are given, and hopefully Kingdom Hearts 4 will be the game that makes things clear.
Kingdom Hearts 4 is in development.