i think he was created by namine while Sora and co. are sleeping in the pods. BHK is a nobody, because all he is are memories. Namine used Sora's memory of Castle Oblivion and created BHK, because she always wanted Sora to remeber her. Now Sora and the BHK must "fuse" in order for Sora to regain his lost memories and his powers. This would explain why BHK thinks he fake in all worlds except twilight town, and why he can weild sora's keyblades. Also, since he's a nobody, he encounter different "monsters" in the awakening. . . just my theory