Disappear is one of the Mystical abilities. You need 4 Mystical use points to be able to cast it. If you have 3 use points plus your bonus 1 pt for being a Mystical user, you can still cast Disappear even though it won't show up on your M menu. This is true for every M ability that costs multiple points.
Disappear is a defensive skill. It guarantees the player 100% success as evading their opponent, whether player, Forest monster, or The Red Dragon. Trying to run often works, but it will occasionally fail, leaving the monster with a free attack before you can try to (R)un again.
Strategic Use Edit
Players use Disappear to get out of a fight they think would kill them if they kept fighting or tried to(R)un from. It's especially handy when you're surprise powermoved in the Forest. If they have a player they want to kill, or if they need a good Gold day in the forest, it's nice to have a "get out of the fight free" card.