There have probably been a lot of theories and thoughts about this and its probably getting annoying but heres my idea. Also I haven't been on the site in a while so please don't flame. The first part of the theory was how Namine and Roxas were made. Kairi couldn't make a heartless so her heart left her body. This isn't how Xion came to be because nothing happened to Kairi's body either. Her heart went to the person that had a pure heart and she cared for the most. It couldn't be Riku because his heart was full of darkness so it went to Sora. When Sora stabbed himself(emo) his and Kairi's heart came out his heart helped him form a heartless and Kairi's still couldn't make a heartless so it went back to her. Sora's body and soul went to Roxas and I guess Kairi's soul was with her heart and it somehow fused part of itself to Sora's body and made Namine. So Roxas was Sora's nobody and Namine was Kairi's nobody. So what about Xion's connection to Sora's memories? Since there were 2 hearts in Sora they made there own nobodies but also there own combined nobody. Xion, the combination of Sora and Kairi. Thats an even weirder existence than Roxas and Namine's. This is probably not right but its a theory I just thought up. Again please don't flame.