Confidants are a reworking of the Social Link systems in Persona 3 and 4, with them functioning in pretty much the same manner. As you progress in the main story, you will meet up with people who you can become friends or acquaintances of, establishing them as a Confidant. Note that sometimes, Confidants don't always start as part of the main story, as you will need to hunt down the person themself. To make matters a little worse, some Confidants require you to have a certain rank of one of the Social Stats in order to start it.
There are a few things that will help a lot in regards to Confidants. First and foremost, you should always have a Persona of the corresponding Arcana when doing a scene with a Confidant (for those that aren't automatic). For example, when visiting with Makoto for the Priestess Confidant, you want to bring along a Priestess Persona. This will give you more affinity with them whenever you choose the correct response.
After August 6, you will be able to visit the shrine at Meiji Jingumae and pay some money in order to increase your affinity with a Confidant, should they not be available that day. Note that this uses up one of your time slots. Another thing you can do revolves around the Fortune Confidant (Chihaya), as her Rank 7 skill allows you to increase affinity with another Confidant without using up time. This can only be done once per day, so getting her to Rank 7 could make it a lot easier to build up relationships.
