Nyarlathotep

Nyarlathotep was known to many as The Crawling Chaos, The God of a Thousand Forms, The Dweller in Darkness, The Faceless God, The Floating Horror, The Haunter of the Dark or many others, is an Outer God in the Cthulhu Mythos. He is the spawn of Azathoth. Like many of the well known Old Ones, he was created by H. P. Lovecraft.

He is a central character in the Persona 1-2 trilogy.

Rumors of the Primordial Chaos
Nyarlathotep is the collective shadow of humanity; the part of their collective unconscious that desires evil and as such he's the embodiment of humanity's chaos and desire of self-destruction. His actions are derived from a bet against Philemon, who claims humanity will overcome anything due to their heart.

Through The Final Rumble, Nyarlathotep has mostly only been hinted at, until revealing himself in Season 6 as one of the main antagonist of TFR. He has been the cause of so many Rumors turning real, and has been influencing events through the series.

He is the one that destroyed Ushiromiya Battler, due to his denial of magic making him able to deny rumors, and possibly influenced him turning into the chaotic fiend known as Mr. BANS.

Season 1
Although not present, rumors shaping reality can be observed, as how "BCW" influences Battler into winning, and ruins The Bogs' reputation, and by association, their plans.

Season 2
Rumors about Todd Howard set him off to become the antagonist, and subsequently acquire his demon powers from an alternate dimension.

Season 3
Nyarlathotep's first manifestation, in which he takes the appearance of Osama bin Laden to observe TFR, and later, the form of Battler's Shadow. Battler, however, defeats his shadow and denies it, showing the first defeat of Nyarlathotep and his noticing of how powerful a piece Battler could be in his plans.

Season 4
Nyarlathotep manifests again as Hideo's Shadow, and is the one that sets in motion Battler's demise. The rumors about universes also give rise to Universe 2K20 where everything takes place.

Season 6
Nyarlathotep takes his most prominent form as Mitake Toujirou. He fakes his own death to perpetuate the Tomitake Death Rumor, and try to put Mitake Miyao against Suou Tatsuya. Later, he pretends to be Miyao, and getting killed in front of Tatsuya to psychologically play with him.

He also takes the forms of different people, for instance, he is H. P. Lovecraft participating in the King of the Ring Board Tournament 3, as well as Philip U. Butler.

Nyarlathotep's ultimate goal was to hijack The Three Kings' creation of a new universe via the Cosmic Egg, to create a world ruled by rumors where he would create the New World Rumble.

His plan ultimately failed and with the power of his friends, Tatsuya manages to seal him inside the Summoning Key, freeing the new world from his influence.

Season 0
The Summoning Key was found in a strange shrine under Kasai's Orphanage, and then somehow ended in the case that Chris Redfield was seeking to recover, but ends in the hands of his nebulous employer.