Nyarlathotep as Jun's Persona◊. Y'know, the fella gets extra fear points for a reason: we madehim. Every single tiny act of evil you've ever experienced or acted upon... it just makes him bigger. We made him. And he lives inside of us. Funny thing... didja know he was the one who arranged the events of Persona, too? Just to give us a chance to destroy all of reality? A mass of unrepentant madness and evil, hating everything and everyone... is it any wonder he wants it all to die? And even funnier... didja know he wins?
Eternal Punishment's JOKER-possessed victims aren't exactly a walk in the park either. They end up with a white-face with no features except for that wide, creepy smile, and speak in a sing-song high-pitch voice. Add to the fact if they cast Old Maid, your own party will temporarily turned Joker and kill everyone if you're not careful.
Let's not forget how Jun's dad was said to have died in Innocent Sin: crushed to death in the gears of a clock tower. Or when he appears before the party - crucified alongside Jun's mother (as Queen Aquarius) - before one of the final boss battles. One starts to think that Jun's entire life has been one Nightmare Fuel moment after another.
The very idea your life could completely change because of a careless rumor. Picture that for a moment.
The Joker's curse. To stand in place, devoid of dreams or hope, as everyone you cared for forgets you existed at all.
Tatsuya Sudou's life. His father decided to hide the poor guy away in a failing sanitarium, though he clearly needed medical attention, and tried to actively kill him! It's suggested that his father's men followed him to the Aviation Museum (part of the reason the blimp blew up instead of just crashing). His moments of clarity are far more frightening than his psychotic rage. Even worse, it's implied he's just as much a victim, as he was targeted by many rumors in his childhood...
There is a legend explained during Eternal Punishment-the story of Kiyotada Sumaru, the tyrant ruling over the area of Sumaru City in the Period of Warring States. He was so bad, his servant Tatsunoshin Suou, and Suou's retainer Junnosuke Kuroda and his lover Maihime Amano, teamed up and killed him, but not before Sumaru managed to gore Amano with a spear, leaving Suou broken as he told Kuroda to burn down Sumaru Castle. Interesting story, huh? After scattering the rumors of the spirits, you find the mummies in the ruins of Sumaru Castle and gain the ability to summon them as Personae. The problem? It's very heavily implied the history is entirely false... and you've altered history by scattering the rumors.
During the final segments of Eternal Punishment, as the Torifune is in the collective consciousness, you can see the people utterly terrified at their current situation. Especially the ones who have been brainwashed by the Kegare removals. Their brainwashing can't even protect them from the horrors they are facing. One NPC in particular tries to be optimistic that it will all work out; that or else he'll take everybody down with him.