The Treasure Spheres in Kingdom Hears 3, and you definitely want to keep an eye out for them. Not only do they give you a huge chunk of Experience Points, they will also occasionally give you parts for your Gummi Ship, or even weapons. They can be a bit tricky tough, and the first thing you need to do is finding the Treasure Spheres.
Treasure Spheres look like gold-glowing balls that float in the air, and can only be found in the Space in Between. There are scattered all around, and there are two ways to get them; either play around and randomly find some, or go to the main menu and open up the map to look for them. They will all pop up on the map in the Space in Between, so they are easy to hunt for.
Once you find a Treasure Sphere, interact with it by shooting it to begin playing a mini-game. Only when you win this mini game do you get to open the sphere. You win the mini-game by shooting the segments that run between the energy lines. Keep doing this until each connector is in its place, and you will get to open the Treasure Sphere.
That's all there is to finding and opening Treasure Spheres in Kingdom Hearts 3! It's definitely not that difficult, and absolutely worth doing when you come across them.