Why Are Social Links Important?
Confidants and their abilities were introduced in P5. In p3 and p4 the social links serve 2 purpose, to boost your personas when you fuse and give you things to do during down time in the main story because the make friends sim needs a make friends mechanic after all.
You’re free to ignore them but you’re probably gonna have a much harder and much fuller experience.
The female party members get proper social links later in the story and are tied behind maxed social stats so focus on grinding those, the male party members get “link episodes”which are basically social links in everything but name with different requirements.
They happen periodically throughout the story and are only available on certain days so make sure you check your phone often or you’ll miss them.