It's not that hard to understand
Sora became a little shadow because he has little to almost no darkness in his heart but on the other hand his nobody is really powerful because of his strong heart aaand.... Well a few other reasons you might find out if you keep playing the series. I wouldn't want to spoil anything!
Kairi is a princess of light thus she has no darkness at all and no heartless was created but there is a nobody though and a really special one at that.
Riku never lost his heart or was never slain by anyone so he hasn't lost his body/heart. He just uses the darkness inside him as his source of power. And well