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My friends and I are quite a large group (6+DM).
We played a rather long campaign that ended a couple of months ago and now we're gonna start fresh with me DM (No one else wanted...)

We dont want to do it again from level 1 to 12, so we decided randomly to start at level 4.

We hate the first couple of meeting when we work on the characters' "meeting up at the tavern".. it just takes too long so I came up with the following idea:

My 6 characters just wake up in the middle of a maze (More or less like the movie CUBE), they are naked (So no need to fix'em magical weapons for their 4th level), and just lost their memory (So no need to fix'em background stories). They dont know anyone in the room (So no need to arrange a "get-together) and just need to find a way out.

I need some help with the "why".
Someone put them there, but why? and who is it? I need a cool villain (Or maybe he's not a villain but just a guy wishes to study human behavior or something...).

What do you think of this idea?

Sound good.

They're on a small plane that was created by an insanely old and crazy evil wizard for his amusement. He's LE though so he will strike them a deal. If they can find their way out he will outfit them and drop them on the plane of their choice(don't tell them this at first, but he can't control where he drops them).

If you add some other npc's that are trying to get out as well, and some of them being evil, it would be much like the CUBE. And a nice consept. You could give the npc's abilities that would fill each other. If your players don't have any rogues, you can give one of the npc's the rogue class etc.

I thought maybe my "villain" will be polymorphed into a helpless woman who's travelling with them for his "research".

I just need to understand the "why"..

That's a tricky one. I'll be thinking about it though.

Maybe he's researching new Enchantment spells, and he's observing how people interact and think and act under stress and confusion so he can better create said spells.

That route would allow you to toss in all kinds of scary, confusing, and generally weird phenomena.

That's a good idea. Use that one.

Old school stuff...

Back in the day (before 2nd ed) there was a module with a similar theme. I can't remember the exact name of it, but it was something like The Pits of the Slavelords, or some such thing. It was like the second or third in a series of modules. On that note, I think it would be very workable. Maybe you could do a Sparticus thing and have them escaping the clutches of their slave-driving overseers. Or, to ad a twist to previous suggestions, they have been shanghaid (?) and told the only way for them to be free is to make it to the other side of the maze.

I know the one you mean; I believe I may have it in a box in the attic. IIRC there's an earthquake and volcanic eruption that allows the players to escape into caverns below their prison. Similar concept in that the players start with NOTHING, no torches, equipment, spells, nothing. I believe that myconids made their d&d debut in this scenario.

How about some heinous gambling syndicate? You could then have people cheating (e.g. surreptitiously helping their "horse", or hindering others') to add some flavour.

Also, Elminster's Ecologies 1 has a labyrith in it, I haven't completely read it but it could be interesting.
It has a very cool map of a big maze in it.

You could populate the themes from Undermountain in your game, as the scenarios seem similar- crazed wizard, remote area, very random monsters, etc. You don't necessarily have to use Undermountain directly, but it could be a good source for specific enounters, minor subquests, or even larger npcs.