Assalaamu 'Alaikum,
Bismillaah,
Sister, the sources from which we derive our religion is primarily the Qur'aan, as I am sure you will agree. We
also derive and extract our deen from the authentic sunnah of the Messenger (sallallahu 'alayhi wa sallam).
The concept of the Mahdi is not mentioned in the Qur'aan, neither explicitly or implicitly. However, it should be mentioned, that some of the early commentators of the Qur'aan said in reference to the 'disgrace/humiliation' stated in Surah Baqarah; verse 114, was actually a reference to the Mahdi.
لهم في الدنيا خزي ولهم في الآخرة عذاب عظيم...
"...
For them there is disgrace in this world, and they will have a great torment in the Hereafter." (002:114)
Some of the early commentators mentioned that one of the disgrace/humilation that they (i.e. the mushrikoon) will encounter is that the Mahdi shall conquer them and shall subjugate them; but this is not an explicit or even implicit reference to the Mahdi. So, it can be said that the Qur'aan does not clearly predict the coming of a Mahdi figure, but he (i.e. the Mahdi) is referred to in the Sunnah of Rasulullah (sallallahu 'alayhi wa sallam) in many authentic narrations. One such narration is:
Abu Sa’eed al-Khudri reported that the Messenger of Allaah (Peace & Blessings of Allaah be upon Him) said:
"At the end of the time of my ummah, the Mahdi will appear. Allaah will grant him rain, the earth will bring forth its fruits, he will give a lot of money, cattle will increase and the ummah will become great. He will rule for seven or eight years.
(Mustadrak al-Haakim, 4/557-558; he said: this is a hadeeth whose isnaad is saheeh, although it was not reported by al-Bukhaari and Muslim. Al-Dhahabi agreed with him, and al-Albaani said: this is a saheeh sanad, and its men are thiqaat (trustworthy), Silsilat al-ahaadeeth al-saheehah, vol. 2, p. 336, hadeeth 771)
Sister, I would really urge you to listen to the series of lectures by Abu 'Ammaar Yaasir Qadhi on this topic; "The Mahdi: Between Fact & Fiction".
Here is an excerpt from that series where the Sheikh talks about sources of the belief in the Mahdi and he explains a little bit on this issue of the science of hadith; please do listen to it insha'Allaah:
http://www.4shared.com/file/52841156/ba3ce5b7/Mehdi__Fiction-CD1_excerpt.html
And Allaah (subhaanahu wa ta'aala) knows best.