Enigma was originally a Sonic fancharacter I came up with many, many yonks ago, back when I was an impressionable little sprog. The name faded into obscurity, as at the time, I normally used either "Sonic Hero" or "Sonikku Hedgiku" (I know they're not at all original, I was young and I loved the Sonic series, sue me). Anyhow, a few years back I joined this RP board and it was pretty much customary to use your main character's name as your username, so I decided to revive Enigma, this time as a ninja/samurai of sorts that wielded dark magic. He was still an anthro hedgehog, as it was a Sonic RP. I began to use him more (fortunately, he went from honourable and serious to light-hearted and likeable pretty quickly), and the name stuck as my moniker. There are now several different "forms" of Enigma, depending on which franchise or series he's appearing in: a hedgehog one for Sonic RPs, a Reploid samurai for MM RPs, and me, the loveable ice-nin as my "original" avatar.
Groove/The Groovey One comes from an old series of inter-related Mario RPs, where I played Groove Guy from Paper Mario. This name also kind of stuck, and for non-Sonic stuff and in the interim between my Sonic forums and Enigma being used, I became known as "Paper Groove Guy". Since I still like the name and I couldn't integrate it nicely into my avatar, I made Groove into a seperate entity that is, in essence, an extension of Enigma. Thus, I'm also known as EnigmaGroove in some cases, which combines both my usernames together.
And that, children, is the tale of Enigma and The Groovey One.