Well... the night Hyde broke his arm... Roxas-kun talked about where he came from. And not just the world...

He said something like, in his world... hearts have a power on their own. But if people lose theirs, or the heart becomes too dark, the heart and the body can turn into two separate... [... No, not "creatures," or "monsters." Roxas is NOT either of those things, EVER.] beings. He said that... he's the latter, a body that's still living without a heart. He calls it a Nobody, but I HATE that word...