In short, you're a guy engaged to a proper woman named Katherine. A wild woman named Catherine (with a C!) shows up and seduces you — but then it turns out she isn't really a woman. Rather, she's a nightmare succubus who condemns cheating men to a deadly underworld tower, so on...
The “when” part is easy: Head to the Velvet Room and use Persona fusion whenever your inventory of Personas starts to fill up. When you successfully capture new Personas during battle, you have the option to dismiss old ones if your inventory is full, but that’s a waste. Fuse Personas...
In short, you're a guy engaged to a proper woman named Katherine. A wild woman named Catherine (with a C!) shows up and seduces you — but then it turns out she isn't really a woman. Rather, she's a nightmare succubus who condemns cheating men to a deadly underworld tower, so on...