Whispers
Spoilers for the later parts of the game.
Because he had only really talked to Axel once, Sora knew the feelings he had and the memories he possessed were not his own. Most of the time they were only images, brief and soundless portraits of a Nobody who had gone against his very being out of friendship and paid the ultimate price for it. Sometimes they were short films of Axel through the eyes of that other, and they always left Sora with an ache inside that he couldn't put his finger on.
Master Yen Sid had told him that Nobodies were half-people who played at being real and knew not what emotions were. A Keyblade master could not afford to be fooled, and so Sora had believed him. Remembering the look in Axel's eyes and the smile on his lips as he faded away, however, was enough to shake Sora's faith.