I don't remember it being stated that Sora's Keyblade is a special one (though the x-blades design definitely does imply it). To my knowledge excepts for Mickey's all of the Guardian's and even Xehanort's are Keyblades of the Realm of Light. Though the lore on how people get Keyblades seems to have changed a bit from being chosen by one to being worthy and learning to manifest one.
It was stated all throughout the first game, that the Kingdom Key is granted by the collective will of the Realm of Light. That fact was treated with less and less importance as more Keyblades were introduced, because it functions exactly like they do besides coming from an extraordinary source. The importance of the Kingdom Key was reintroduced in 0.2 a fragmentary passage, with Mickey going to get the Kingdom Key D from the Realm of Darkness and specifically saying that Sora had the counterpart, and remember, Mickey already had a Keyblade before he got the KKD, meaning there was something special about that Keyblade for him to want to get it.
3D made it a point that Sora's not too bothered by being the second choice. While it would make sense for it to be factor, I think it might be more indirect. Like because Sora wasn't the first one chosen by the Keyblade, he began relying more on his friends as the source of his power and strength, which resulted in him feeling powerless without them.
Yeah, and even then though, the Keyblade DID choose Sora in the end, so not being chosen right away is a moot point. Riku's originally the wielder of the Kingdom Key, but the second time it went to Sora, it's because of his own strength he gained (it's the very same moment that "my friends are my power!" is born). So if the Kingdom Key is a particular kind of Keyblade that only chooses the most worthy, that's an incredible accomplishment for Sora to end up claiming it permanently instead of it just disappearing and going to somebody else. It's even more of a moot point because Aqua nearly did the ceremony for Sora too, and if that happened, Sora would've been no different than any regular Keyblade wielder that comes around. It's not even like Sora was straight up incapable, he just lacked the normal means. So the way Sora even became a wielder is miraculous, if not damn near legendary.
Xigbar doesn't want Sora to know that though, so he'll berate him for it. So even though Sora's like "Yeah whatever, I have my friends to back me up!", it's no surprise that losing his friends would make him shatter. Sora doesn't really understand just how incredible he really is. He says his friends are his power, but the only reason why that might be true is because they gravitate towards him in the first place. He's the reason why his friends are his power, and I think that's what Riku wanted to say but couldn't in that moment (for obvious reasons).
Exactly. You ask anybody who knows Sora and they'll tell you how strong he is (if not reckless to a fault). Sora's whole journey has been him relying on his friends, nearly every major moment had Donald and Goofy with him. That's why ReMind is incredible, because he's going it alone this time, and that's why it was a shock for him to not bring Donald and Goofy along. Especially after they just helped him beat Master Xehanort.
Sora's insecurities are the opposite of what Riku felt insecure about, they parallel in that way. Riku was able to overcome those flaws, used it as a source of strength instead, and became a Keyblade Master. Sora hasn't had that kind of journey yet, so that's why I would love a game where Sora comes to grips with the fact that he can't rely on his friends forever, and there comes a time where he has to stand on his own (which he absolutely can). And with Sora in The Final World and possibly winding up in Shubuya eventually, it's an excellent time for him to grow. He doesn't have Donald and Goofy, or Riku or Kairi to back him up, so his character arc in Phase 2 should be very interesting to see.
This is actually some of my favorite writing in KH3. All of the Disney Worlds that Sora visits, have some thematic throughline towards the climax of the game. Maybe not Monster's Inc. I'm not sure about that one. I think that's just story importance and not as much thematic purpose.
Some of the worlds have something to say about sacrifice:
Olympus: Hercules deciding not to become a god to stay with Megara. Honestly this may be the weakest one. Unlike the movie we don't have his build up of always wanting a place that he belongs. Knowing that he can go back to Olympus if he becomes a great Hero,and how Megara, Phil and Pegasus become his family on Earth and he's happy with that. KH3 tries to call back to that, but if you've never seen Hercules it probably wouldn't hit as hard. It also happens to be where Sora learns "With all my heart" which even though it's what he's done before, it solidifies the concept for him.
Carribean: Even though it has a similar problem to Olympus in that some (a lot of) context from the movie is gone, we did at least know that Will and Elizabeth were in love, and that Will would go out of his way and into danger for her. And so he sacrifices his mortal life for his loved ones. Much like Sora does for Kairi.
Other worlds have various themes that relate to the end:
Toy Box: Buzz loses hope of seeing his friends again, which made him primed to lose, he couldn't really fight without any hope, and darkness overcame him. That Parallels with Sora quite well, having his friends taken away from him one by one caused him to give into despair and lose. Young Xehanort even says to him in Toy Box that, and I'm paraphrasing "If the Light of being together is a great power, then the Darkness of being alone is even greater than that" and Sora seemed shocked. At first I thought it was odd but now I realized that Sora has never been alone, and he might be fearful of that.
Even in Castle Oblivion even though he looked alone, he had always had Donald and Goofy with him. The only times where he was close to being alone in KH were twice. Before he met Donald and Goofy in Twilight Town (but even then he still had people around him who acted as allies), and when Donald and Goofy abandoned him. Even though Beast was with him at the time, he was emotionally alone without Donald and Goofy. Also Beast isn't the best emotional support. Wow. I didn't expect Toy Box to be this long.
Corona and Arendelle are pretty much the same in theme: True love saving others. What Kairi did for Sora by holding onto his heart and saving it from darkness.
Sanfransokyo is another one of those worlds that has more story importance than thematic importance. Being pretty much all about Repliku as a character, how he was born and his future as told through the second (first?) Baymax.
100 Acre Woods spoils the ending that Sora would disappear as a whole. He disappears from the book, and Poohbear is worried because he feels that Sora will soon leave him forever. It's a premonition, from arguably the brightest world in the entire game.