The Mystery Killer is the unnamed antagonist of the popular urban legend / ghost story known as "There's A Man At My Window" - variants of this story exist all over the world and due to its nature many have linked it with creepypasta and older folklore, believing it to be based on real events, however there is no evidence that any of the events in any variants of the story occured and it remains firmly in the realm of creepy campfire stories.
There's A Man At My Window
The story involves a child who is known for being afraid of the dark and having an active imagination, one night the child becomes especially frightened and continually wakes his parents complaining:
"Mommy, daddy, there's a man at my window".
Every time the child complains their parents tell them to go back to sleep and refuse to go and check, while some variants show the mother as worrying the father convinces her not to give in and assures her that the "tough love" strategy was for the best.
After a few failed attempts to get their parents to come with them the child no longer enters the room and both parents finally go to sleep, convinced their child had overcome their fears and went to sleep.
The next morning the child's mother decides to check on them and awakens her husband with a terrified scream, when he runs in to investigate he sees the child hanging by the window, having been strangled to death by the curtains - the window slightly open, showing that an intruder had indeed entered the room and the child was telling the truth all along.