Okay, so it seems Xion has no memories of her somebody. What if when Sora was losing his memories in Castle Oblivion, the memories made Xion? The memories had to go somewhere, unless Sora never really lost the memories and they were just buried deep in his heart. I really don`t think Xion is a nobody. She wouldn`t have a heart though because all she is is just forgotten memories, and as Sora gets the memories back, as they leave her Xion remembers. But also as they leave her Xion is fading away, which is why in KH2 she is gone. This is my first theory, so correct me if I`m wrong. This is just a possibility. Wait was Xion a member before Castle Oblivion? You have to notice it never says when she actually becomes a member in Days.