Okay, here's some of the stuff that I think.
Terra used to work for Xehanort, or Xehanort is trying to get him to because of the darkness in his heart.
For the Keyblade War, maybe Terra, Ven, and Aqua were soldiers in an army, and are the last of the army. Either Xehanort was their enemy and he killed them all, or Xehanort was the leader and at the end of the war he turned on them.
Maybe after the Keyblade War, the Keyblades of the dead knights were stabbed into the ground, as they were seen in the two secret movies.
This probably isn't true, but it's just an idea I had. Since Master Xehanort creates a duplicate of himself that then changes into the Dark Soldier, maybe, after Xehanort dies, the Dark Soldier takes on the shape of Xehanort's Heartless (A.K.A. Ansem) so Xehanort shall live on.
Supporting my theory of Xehanort being against the army of Keyblade Knights, in the secret movie, Xehanort lifts up the Keyblades with magic and sends them towards Terra,Ven, and Aqua. Maybe it's that if Master Xehanort led the army, he's showing that he still has control by controlling the Keyblades of the dead soldiers.
I'm still not very sure about Ven.
So these are my current theories/ideas.
