Menu for Keyblades. You pick one for Sora's normal form.
Then Right under Sora there is a sub catefory for Brave, Master and Final. And you have to pick a secondary Keyblade for each of those forms (Wisdom only wileds one blade) and but you cannot equip the same blade on more than 1 form. BUT the main blade that is equip to Sora is the default blade and will be used in all forms.
Yes attack is X and jump is O, Square is used for a few skills that are equipped when learned such as 'Dash' when Wisdom is leveled up or guard/counterattack when learned. ALSO for for the item/magic shortcut. Triangle is used for the 'Commands' and for the item/magic shortcut.