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Velvet Room Origin
Velvet Room has been an iconic set in the Persona series; It has played a huge role in the main story of story of each of the character in the series. In each of the series there exist different residence, but Igor stays the same in all of the series. Igor explained that Velvet Room is a room ". . .between dream and reality, mind and matter. . ." as quoted from the Persona 4. Persona 4 is the first of the persona series that I've played and has changed my viewpoint of an RPG game forever. In that series, Velvet Room wasn't explained in-depth, different from the first, second, and third Persona series where the residence has a clear and strong relation to the main protagonist's story ( e.g: Philemon and his servants and Elizabeth's side story ). That is why after I've played the 3rd and 2nd series questions rise, what Velvet Room really is? Where does it come from? If it truly is an in-between realm of conciousness and subconciousness, how does the residence has the power to alter the fate of the real world? But, then again, which is the real world? Is Velvet Room the same existence in each of the worlds? Is the door in Tartarus leads to the same space of Velvet Room in the Inaba?
The existence of shadows and other malicious being in the universe of Persona may hold the answer to the origin of Velvet Room. It might not be hinted or given clearly the information on how old the Velvet Room really is and what purpose was it made or even the creator of the concept and existence of Velvet Room itself ( ATLUS should consider making a side story regarding the Velvet Room ). All we've known about Velvet Room that's close to its origin is it is an embodiment on the main protagonist fate and destiny; This leads to the protagonist inner self, which leads him/herself to the end of its destiny. In Persona 4, we are shown the shadow side of a person that is actually the true self of the said individual and only by accepting his/her true self can that person obtain his/her Persona. That means Persona is actually a parallel existence of someone's soul. It might exist in a different universe but coexist with the existence we see in the Persona series, that would explain why the form of all the Persona were demons, deities, or beings of legends. With this in mind, I hypothesise that the protagonist himself is a paradox existence that has a meaningful existence in each of the different universe which explains why the main protagonist can wield a multitude amounts of different personas compared to the other characters.
Now, the law of infinite probability deliberately states that no matter what the chances are there's always a chance of something exists in the place of non-existent; this means the infinite existence of the protagonist throughout different universes lead to the existence of space and time where none of the protagonist parallel self existed, thus leading to the creation of the Velvet Room. Bearing the karmic burden of main protagonist in all the universes lead himself to be attracted to Velvet Room as a result of his own infinite existent. This would explain why each of the Velvet Room residence are different and only Igor stays the same. The residence were the other probability of existent that was created with Velvet Room and thus exists differently in different universes ( that's why they're different in each series ). Igor stays the same, because the first ever Velvet Room to be created attracted main protagonist parallel self and the karma he holds from infinite number of universe causes one of the infinity stays in Velvet Room to be existent in a realm that created from its own infinite existency.