By adding the square opening bracket '[' immediately before the 'Figure', you've effectively made it part of the caption label. Likewise, by adding the square closing bracket after the number, you've effectively made it part of the caption text. If you're trying to reference only the caption label & number, you can achieve it this way:
1. In a new paragraph immediately before the caption, type the '[' then press Ctrl-Alt-Enter to apply a Style Separator. Delete the space immediately before the 'Figure' and format the '[' to match the caption label. Although the '[' will now appear as part of the caption label, it won't be.
2. You can now cross-reference the caption label & number via Insert|Cross-Reference>Figure: Only label & number.
Note: This won't fix any cross-references that need the caption text or the entire caption (indeed, the latter will look worse than it does without this workaround, with only the closing ']').

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]