As far as I can tell, the only source that mentions him are the Kingdom Hearts documents. But no other sources, not even ones from the places that he supposedly visited, seem to depict him at all. Is there any reason to believe he actually existed and wasn't just made up?
There are several concrete facts regarding the history of Sora, and it is hard to tell the myth from the reality at times. Conflicting sources put him in the company of several notable mythological figures, such as Fa Mulan, Heracles, and Aladdin Baba.
However, recently found documents have likewise put him into the company of such well known historical figures as Squall Leonhart, Cloud Strife, and Auron the Great.
It is generally believed that Sora was a real man, who's feats and accomplishments were spread by word of mouth. This would explain why he is sometimes depicted in mythologies of several civilizations.
Sources:
1001 Arabian Nights
The Ballad of Mulan
The Mythology of Ancient Greece
The Personal Journal of J. Cricket
My Time with AVALANCHE, Wallace
SEED and Ultimecia, Quistis
The Fall of Sin, by Lady Yuna Sinslayer