Sometimes when fusing Personas, you notice how some of those have a special Heart icon next to their skill. That heart represents a very unique item (or items) that will help you get some of the most important late-game equipment in the whole game.
Persona 3 Reload Heart Items Explained (P3R)
Certain Personas will carry a Heart item when they’re created via fusion. These items are obtained once you reach a certain Level with said Persona, usually by the time you’re learning their final skill. They vary for each Persona, going from the generic Soul Sea Driblet to more unique items such as Jacktite. You can check if your future Persona-to-be has an item if you see a gray heart in the preview screen.