Kingdom Hearts1 question - Traverse Town?

what should i do 2 go to other worlds i passed wonderland, Olympic Coliseum is incomplete cuz i gotta wait for the battles i went to deep jungle and i pass it n i'm back 2 traverse town what should i do to go to other worlds? oh and i went to Leon's training place and he told me to lock the other worlds (the keyholes where the heartless get in). Do i have to go to merlin's with that book think? i don't have the book nor the item to obtain the "symba" think where do i get those?