I'm still playing it, but my biggest issue with this series is all the options.
Should I fight to build a social link?
I've never figured a balance.
Fuse demons and then do social links that correspond to those demons, which in turn lets you fuse stronger demons. Don't do social links if you don't have a demon of the same Tarot. Eventually you'll get more demon slots and you can start making demons for the other Social Links and then do them.