Man, this episode hit every good mark. From a story standpoint of the Yukiko arc to the interesting imagery. The relationship that Chie has with Yukiko from their first meeting, which helped set the stage in the start of the episode, to the revelation of Chie's other self with Yukiko's red room and Chie's masks, was handled pretty well. It is the very reason why I like the game for the development of the characters and I'm glad the anime is taking that concept and working it in with a nice twist. The battle was really well done as well with lots of style and flares. And it is confirm that Yu can change out Persona as he makes more bonds but I do question why Pyro Jack at this point? Where is Jack Frost Ho!? Comedy wise, it hit some good beats like the Yosuke’s weapon incident and the
anime version of the Yukiko in the TV which wasn't sexy but pretty cheesy in a good way. Despite how well this episode want there were a few problems. The scene with Kou and Daisuke want a little too fast but I'm pretty sure that they will show up later, we really to see those balls, and the calling over Teddie using Yu's hand felt out of place due to how fast it want. Overall this was a great episode. There is a rule that I go by when watching anime that if the show gets better after 3 episodes or shows signs of good development, it is worth continuing watching, and I can say that Persona 4 episode 3 pass with flying colors.