SilverStar17
Super Freak
Did you look at the photos?
Yes. That's why I said it looks like the battery cover for the arm.
Edit: Oh ok no, I didn't see the ones subsequent that. I have no idea where that piece comes from then. As I said though, it's got to be a part that's able to be detached. It wouldn't be marked "L" (presumably for left) if it wasn't.
If everything looks ok, I wouldn't worry about it for the time being. If you can't pinpoint it, it's very doubtful anyone else who looks at the figure will be able to either. Just throw it back in the box and perhaps one day you'll by accident stumble across where it's supposed to go.