XD
I live in the US, so almost everything about you must be asked when buying an M-Rated game.
And yes, you have to shoot yourself in the head with something called an Evoker, which "pushes" the Persona out of your head and into action. The only party members who don't use Evokers of that kind are Koromaru and Aigis, but that's because Koromaru is a dog (he does use an evoker, but it's some purple orb on his collar) and Aigis is an Anit-Shadow Machine (she's built with a Persona inside her).
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