The double jump ability is definitely nice to use when you need to reach platforms that are just out of reach for your regular jumps, or just when you want to reach higher places more easily. You can get the double jump ability in Kingdom Hearts 3 any time after your reach Arendelle / the Frozen World, and it is not possible to get the ability before this point.
Anyway, once you defeat the boss in Arandelle, you get the ability called Doubleflight, which is essentially a double jump. At this point head to the ability menus and equip it. When it's equipped, just tap B or Circle depending on your console while in the air for another jump.
The double jump ability can be used in combat as well as when platforming, and it can actually be very useful when fighting lots of enemies at the same time. So don't forget to use it to get out of sticky situations when fighting many enemies.