Is Lesson mode really that crucial? I hadn't planned on going through it. I always get bored a few lessons in.
Also, Omi, want to start an EU-only room tomorrow at some point? I don't feel like jumping straight into the game with a group of people who are going to wipe the floor with me.
Absolutely.
It gets you through the basics in under 30 minutes time (maybe even less, the game is kind of easy to play). Hell, if you want to take it a step further, go to Persona 4 dustloops wiki and try to learn some of the basic combos. I also wouldn't recommend jumping into story mode if you just want to fight; arcade mode is much more enjoyable experience.
Agreeing with Sophia that the P3 story modes were really good (especially the intros) and the inner monologues weren't intrusive.