Mission 15: Investigate this new world
Team up with Xigbar, infiltrate this new world, and gather intel.
Xigbar and Roxas arrive in Agrabah, Roxas still distracted by news of the fallen members at Castle Oblivion. They witness a conversation between Aladdin and Jasmine. They determine that mysterious but devastating sandstorms are plaguing the city. Just as Roxas is preparing to RTC, he falls unconscious and collapses.
You'll arrive at the Palace. Destroy any enemies around you, then investigate several areas, including the gates to the palace, the blue plate next to the switch in the south, the stall to the southeast next to the exit, and the pile of timber next to the door. Make sure you operate the switch to open the gate into the rest of the city.
Progress to the Agrabah Street. Again, defeat any enemies that get (and knock down the crate on the wooden stand...you will need it). Places to investigate here include the pile of sand next to the stall in the northeast, the yellow plate on the stall in the southwest, and the pile of sand next to it. Use the moving crate and the pile of crates to get up to the scaffolding to the west, and investigate the pile of rope, and the wall next to that. While you're up there, go up one more level using the crates to the northwest corner and hit the switch to operate the next gate. Make sure you also check out the pile of timber and rope up there. Also check out wall next to the easier-to-reach scaffolding on the eastern side of the street before you leave.
At the Agrabah Gate, again vanquish your foes and investigate. This time, check out the massive pile of sand in the southeast corner, and the north corner of the short alley on the eastern side, as well as the boarded door on the same wall (Kingdom Hearts veterans will remember it as the entrance to the Storage room). Xigbar will then ask questions, but the answers you give do not matter. You will achieve your first breakthrough, and Xigbar will direct you to return to the RTC point. More enemies will appear after the conversation.
Head back to the Palace, but make sure you enter through the upper gate in the northwest to witness a cutscene. You will achieve a second breakthrough, clearing the mission, but to reach the final breakthrough, investigate the Palace Doors again, as well as the exit into the desert at the Agrabah Gate. Once you have done this, your mission is complete and you can RTC.