Truth be told, Aqua didn't know very many of the worlds terribly well. But she wasn't about to let the keyholes simply vanish and stay vanished. And with that, she figures that maybe it'll be best to start at the first world they'd been able to get to, when they woke to the dreaming. Besides she's spent a good amount of her time in Twilight Town, so it sems reasonable enough that she might manage something of use.

She starts her search in the First District, not so much because she really expects the keyhole to be there, but because it seems like as god a place as any to start.