Yu Narukami (an all-rounder who can fight at any distance)
After pressing D while using a standing D attack, or doing a jumping D, he'll be able to fight independently of his Persona.
Swift Strike can be used to counter attacks.
EX Zio puts the enemy into shocked status, and prevents them from moving.
Chie (shines at close-range rushdown)
Rampage cancels into Skull Cracker, which breaks guard. (I might be misinterpreting this)
Power Charge is a super, and buffs her damage (can stack up to 3 times)
Agneyastra is her ultimate attack, and if guarded brings you very close to the enemy. (Yeah I'm definitely misinterpreting this lol)
Yosuke (speediest in the game!)
In the air he can cancel any of his specials into another special. He can cast Tentarafoo, which is unblockable and causes panic status. While in panic status the enemy's left/right controls are reversed. After casting Sukukaja (his ultimate) his dashes are considered attacks (might be misinterpreting that last part).
Yukiko (her fans allow her to pressure the enemy from long range)
Dia restores her health as you hold down the button.
Fire Boost increases the damage of fire attacks and is stackable.
Fire Break makes your next fire attack unblockable.
Kanji (gets in close and uses grappling moves)
His normal grab and Skewer command grab have extra range. 耐えてみやがれ！ can grab enemies unless they're crouching. As the enemy takes damage from his D attacks, they get closer to getting put in shocked status which prevents them from moving.