Man I'm sure I was spamming x on the parts they was tellin me about the arcana shyt
Yeah, this is something you don't wanna do on your first run. Damn near everyone says some very relevant shyt, to either the story or even gameplay mechanics. Smarten up Nas! Granted, there's quite a bit to remember and some of it is initially daunting, but if you listen and adhere to what's being told, there's very little left to be just figured out on your own or completely unknown. It's also advisable to talk to EVERYONE after every story event change, as all their dialogue boxes changes up and plenty of NPCs drop fairly pertinent to useful info.
Everyone in the game that you form a social link with is represented by a certain arcana. For example Chie's social link is of the Chariot Arcana. When you hang out with her(By now I think you should be able to find her on the school roof), you can level up the social link. It won't level up everytime you hang out with that person(s) though so don't expect it to always happen. There's what I think 12 or 13 different arcanas so you may not see all of them during your playthrough so don't worry about it.
One way you can almost guarantee that every chance you meet up with a particular social link that you'll level up with them is by following these tips.
1. Always make sure you have a Persona arcana of the social link you're trying to kick it with. I believe only the Hermit class (the fox) and Margaret do you not need this to do so, as their level ups require specific tasks (and the investigation team link levels up automatically at the right times during the story progression). The game will prompt you that you'll get along better with that link if you have their arcana class within your persona deck (you'll also here a musical chime when you do hang out with them). So for that purpose, it's best to try to have 1 different class of Persona on you at all times.
2. Pay attention to those musical chimes and note pieces for when you select your statements to say during your social link hang-outs. Every time you pick the best choice available for the question/occasion at hand, you'll get 3 musical notes & chimes and usually a message referring to the social link character being pleased with your response (some situations only allow for 2 or 1 notes though; and having their arcana class sometimes is the only way to get 3-note respones, as is having the right level of character traits between Courage/Understanding/Diligence/Knowledge/Expression; this is why new game plus comes in very hand with these carrying over).
3. Whenever you get the chance to hang out with the social links at night, while it doesn't advance them (save for Nanako & Dojima...and one other

), you still get a chance to boost your link with them during that time so that when you see them during the day, it will actually advance the link. So take the opportunity to do so when available.
4. Whenever you're asked questions in class, taking exams or random points of conversations with some links at various moments, you get the chance to slightly boost the link with them if you select the right choice responses then too. So pay attention to everything said, cuz sometimes that info comes back during those times based on either previous game knowledge or knowledge of that particular links personality quirks. Scoring highest on exams will boost links for damn near all social links, at least the ones you attend school with, with 3-music note chimes being the highest, given to all school link chums. All exams are questions asked throughout the game class sessions, though sometimes the questions or answers are re-arranged a bit, so pay attention.
5. Taking all of the above into account, make sure you SAVE YOUR GAME just before hanging out with the social links so you can do trial n error with the responses, if you like.
Here's some more advice for other aspects of the game
@ChrisDorner .
Official Persona games discussion thread
I maxed out my attributes on my first run actually. Yeah, makes new game plus quite a bit easier to get things moving along.
Also, make sure ya'll register all ya'll Personas, especially at your highest levels n whatnot. Also, on my first run, outside of the first castle, I pretty much would knock out each dungeon in one rainy day run. It's definitely difficult to do so at the beginning of the game, but mainly just for Yukiko's castle. After that, with unlocking the Fox, getting skills like Invigorate to replenish SP (try to utilize your main character for the bulk of your magic attacks for this purpose and then, find an enemy that you can play around with and just defend all turns till your MC's SP is replenished, quite simple 1nce you get Invigorate 3 or stack Invigorates on 1 Persona).
Also, with new game+, buy back one of your strongest previous game's persona as soon as you can and it'll make clearing dungeon's in 1 day a lot easier. I'm playing on very hard and I'm still crushing it so far. I'm also at Kanji's dungeon now.