Sora's Nobody, who appears as a playable character, is Roxas. He is created when Sora briefly becomes a Heartless during the events of the first Kingdom Hearts, leaving behind a Nobody connected to Sora's body and memories.
Roxas is introduced prominently during the opening section of Kingdom Hearts II, where he appears to live an ordinary summer in a simulated Twilight Town. His identity is gradually revealed as he encounters Organization XIII, Axel, and Naminé. Because Roxas can wield a Keyblade, Organization XIII views him as especially valuable for releasing hearts from Heartless.
Roxas is also the central playable character of Kingdom Hearts 358/2 Days, which follows his time in Organization XIII alongside Axel and Xion. Although Roxas ultimately merges back into Sora so that Sora can awaken, later games establish that Roxas retains his own personality and can be restored. A common mix-up is Naminé, who is Kairi's Nobody, while Xion is a replica created from Sora's memories.