Naruto & Sasuke-disturbing :(

I do think Tobi had the Rinnegan at first. Mostly because I don't believe he is Madara. My theory starts here. Tobi was a strong ninja, an Uchiha who had the highest level of the Sharingan, the Rinnegan. (Since it has already been proven the Rinengan is the highest form of the Sharingan.) Tobi found Nagato as a young child, maybe while on a mission, and somehow knew he would grow up to be a strong ninja. Tobi, in turn, gave Nagato the Rinnegan. Now, Tobi was unprepared to lose the Rinnegan and be back at square one. He lived alone, flawlessly coming up with his Eye of The Moon plan, developing his Tobi personality, and later, secretly planing how to get into the Akatsuki. He joined the Akatsuki, and while Konan didn't believe him, this would be how he 'deserves to get the Rinnegan back.' He lost everything because he gave it to Nagato, so he took it.