I had my identity stolen by Mr.
Ripley.
1) This suggests that you and the reader/listener are familiar with Mr Ripley, or that his identity isn't of particular importance.
I had my identity stolen by a Mr.
Ripley.
2) Now we're starting to place emphasis on the identity of the thief in question. It suggests you've done some research on the problem and that you've discovered the person.
I had my identity stolen by a certain
Mr. Ripley.
3) This is an extension of 2. It is a preface to additional details about the thief. It would naturally be followed by, "he lives at such-and-such a place," etc.