Hoo boy, I think I'll go down the list and cherry pick some of the initial questions to answer. Combination of both known details and speculation. I'm going to be basically stalking this topic now that I'm awaken. >_>;
How did characters obtain and use their personae powers in each game?
We know for a fact that the are multiple ways to access a Persona. Almost all versions of accessing a Persona have come from accessing the "Fight or Flight" fear factor. Sometimes this factor was in response to a dangerous situation, sometimes it was induced via supernatural means, sometimes both. The Persona 1 cast played a ritual (the "Persona Game", whatever exactly the details of that is) and ended up meating Philemon, who appears to have awakened to their power. Most of the Persona 2 cast likewise played the same game as children, but didn't appear to awaken to their powers until being confronted by Joker-Sama/JOKER years later. They too, met Philemon not too long after. It would appear that all playable members of the Persona 1 and Persona 2 cast have the power of the Wild Card, the power to use and summon multiple persona, to some degree or another.
The main characters of Persona 3 and Persona 4 on the other hand were a different scenario. Most people in Persona 3 used a device called an Evoker (an actual gun that was re-purposed for this situation, which appears to induce the fear factor needed to summon a Persona. Not everyone can just appear to pop the Evoker to the head and summon it tho, as some sort of "potential" is needed to begin with. Of the Persona 3 cast members, we know that the protagonist and Mitsuru first summoned their Persona without the use of an evoker. Mitsuru summoned hers first when her father was threatened (as seen in The Answer), where as the Protagonist had Death sealed inside of him thanks to Aigis at a young age. Sometime between Death being sealed inside of him, and his initial use of the Evoker atop the Minatodai Dormitory, Philemon appeared in butterfly form and gave him the power of the Wild Card.
The Persona 4 cast, with exception of Yu Narukami, all obtained their Personas through the Midnight Channel by facing their Shadow Self, a Persona's negative uncontrolled form. They appear not to be able to summon them in the real world at the moment, and still require the assistance of the Midnight Channel itself to summon.
Yu Narukami is a unique case among those who have the Wild Card. It isn't quite clear if Philemon visited him or if he obtained the Wild Card form Izanani at the start of Persona 4. Regardless, by the time of the game's start, he is clearly welcomed as a guest in the Velvet Rom, and Philemon is seen as the game's save points.
Who is Igor? Why is Igor helping you? Why is Igor's nose so long?
Igor is effectively a doll who was given life by his master, Philemon. In this sense, he's no different than that of Aigis. Both of them are artificial humans who overcame their original boundaries and obtained life. I always speculated that Igor was helping the protagonists in an attempt to find his own answer to life, as it seems all the denizens of the Velvet Room appear to there for such a purpose.
As for why his nose is so long? Philemon needed to pick a better doll than Tengu/Pinocchio.
Who is Philemon? Why is there all of this butterfly imagery?
Philemon is essentially a positive subconscious element that exists within all humans. A "deity" of sorts. I guess perhaps he could be considered the Superego to Nyarlthotep's Id. I always viewed the butterfly imagery to represent the positive qualities that Philemon has embodied over the series, in contrast It is interesting to note that while Philemon does seem to have humanity's best interests at heart, he does appear to be willing to take risks with them. His experiment with Nyarlathotep is evidence of that
Who is Nyarlathotep? Does Nyarlathotep have any connections with Persona 3 and 4?
To me, it's kind of what they're presented as. Nyarlathotep is the personification of everything that's wrong with humanity, so I can buy his actions as being consistent with what he is.
Nyarlathotep, The Crawling Chaos. Based off the outer god in H.P. Lovecraft's Cthulhu Mythos. He is essentially the negative aspect of Humanity's destructive, chaotic, and unexplainable tendencies given form. He himself admits at the end of Eternal Punishement that he exists in every Humam heart. An undeniable presence. In this sense, he is most likely connected to Erebus, a similar entity based off Humanity's negative emotions and their desire for death. Judging from the comments in Persona 4 Arena, he most likely had a hand in why Erebus is now trying to bring about the end of humanity. I wouldn't be surprised if he somehow had a hand with Koutesu Kirijo's madness prior to the start of Persona 3.
Nyarlathotep and Philemon appear to be conducting an expriement with humans. Philemon believes they can become enlightened, where as good ol Narly wants them to destroy themselves. So far Philemon's record is 2 to 1 in his favor, depending on how you want to count the ending to Innocent Sin. >_>;
P5 has to take place in college.
heard that in japan college/university life is rather boring. Heard that the Highschool life is the most fun/memorable part while college/university is all work and more work.
Aye, pretty much the reason I suspect it won't happen. The Japanese High School setting setting is iconic in the franchise, and in Japan their idea of highschool is very memorable. I think it's likely we'll see more adult characters in Persona 5 however. They've set the story up in such a way that they could have older college students working with the Persona 5 cast in high school. Who knows tho at this point?
*shrugs*
