For this trophy, you must clear the game without changing equipment once for any of your characters. For your main characters this is essentially what their equipment will look like throughout the entire game:
Sora (Kingdom Key)
Donald (Mage's Staff)
Goofy (Knight's Shield)
Playing on Proud or Normal the difficulty won't start to show until half way in the game when you realize that the low attack of the Kingdom Key just isn't cut out for this task. If you decide to go for this trophy do so on Beginner with the perks listed under Novice Player. With those, beating the game without changing equipment will be made much easier for you. After you have beaten the game without changing equipment the trophy will unlock alongside the difficulty trophy of that playthrough.