They're spirit being, apparently, seeing how they can manifest and disappear almost at will. The game tells us that GFs occupy a part of their owner's mind (that's why they end up causing memory loss: they occupy parts of the brain or mind that are important to long-term memory). Much like magic spells, GFs are complex energy structures. When you junction a GF, you take it into yourself and it integrates into you. As to how this is accomplished... it's probably similar to using magic: a supernatural process whereby your mind can control a form a supernatural energy. By taking in the GF, the user gains additional strength and powers, many of which usually belong to the GF.
A couple of times in the game, people are junctioned: Adel uses Rinoa as a Junction, and Ultimecia junctions herself to Griever. That's different, since they're junctioning a physical being, but the principle of integration is the same.She says she "junctioned it for a while", which seems to prove she didn't keep it.Selphie stated that her first Guardian Force was found on a field trip, right, so shouldn't she still have it when she joins you at the start of the game? Do you think that it was a gameplay aspect of disallowing party members to begin with a Guardian Force equipped?




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