Near the beginning of the game, Roxas is presented with a sword, a shield, and a staff; you are required to choose one as your power and give one up in exchange. If you choose the sword as your power, your strength stat will be prioritized and attack-based abilities will be learned at earlier levels. The same applies for defense if you choose the shield, and for magic if you choose the staff.
Which do I pick?
It depends on your preferred play style! If you like staying on the offensive without much regard to being hit yourself, the Dream Sword may be a good choice. If you're more methodical and want to learn how to parry enemy attacks to minimize damage, the Dream Shield may be ideal. If using magic to defeat enemies is more your thing, the Dream Rod should probably be your go-to pick.
Okay, sure... But which do YOU pick, KHGuides? I almost always pick the shield in my Kingdom Hearts playthroughs. This gives me access to life-saving abilities like Second Chance and Once More as quickly as possible.
Abilities
The dream weapon you choose dictates the order in which you learn abilities by leveling up.
If you are playing the Kingdom Hearts II Final Mix on Critical Mode, you will begin the game with 50 AP and the following abilities: Reaction Boost, Finishing Plus, Draw, Lucky Lucky x2, MP Hastera, EXP Zero.